Use Historical simulation approach with 501 days of historical data (up to May 3, 2019) to calculate the 1-day, 99% VaR for a portfolio on May 6, 2019. The portfolio is

4. Use Historical simulation approach with 501 days of historical data (up to May 3, 2019) to calculate the 1 day, 99% VaR for a portfolio on May 6, 2019. The portfolio is BM The one day VARis You have a position worth $10 million in 5. MIT. The volatility of WMT is 1% per day. Use N-10 and X-99, the 6. You have a position worth $5 million in Sohn. The volatility of Sohn is 2.5% per day. Use N=10 and X-99, the VaR 4. Use Historical simulation approach with 501 days of historical data (up to May 3, 2019) to calculate the 1 day, 99% VaR for a portfolio on May 6, 2019. The portfolio is BM The one day VARis You have a position worth $10 million in 5. MIT. The volatility of WMT is 1% per day. Use N-10 and X-99, the 6. You have a position worth $5 million in Sohn. The volatility of Sohn is 2.5% per day. Use N=10 and X-99, the VaR