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Use the following data to compute 20% Value-at-Risk and Expected Shortfall. Date January 1, 2020 February 1, 2020 March 1, 2020 April 1, 2020 May

Use the following data to compute 20% Value-at-Risk and Expected Shortfall.

Date January 1, 2020 February 1, 2020 March 1, 2020 April 1, 2020 May 1, 2020 June 1, 2020 July 1, 2020 August 1, 2020 September 1 , 2020 October 1, 2020 November 1, 2020 December 1, 2020

Returns 3.18% -5.23% 2.76% 0.23% 6.02% -3.77% 9.38 % 1.05% 2.39% -7.52 % 3.49 % 4.29 %

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