Using the 2 years of nancial crisis data (Jan 1, 2007 to Dec 31, 2008) compute Stressed VaR and Stressed ES at 99% and 99.5% using historical simulation.

Answer using an excel sheet and show work plus formulas, ty.

A passive long only Equity portfolio Manager with asset under management (AUM) of $1.5 Billion has the following investments: A passive long only Equity portfolio Manager with asset under management (AUM) of $1.5 Billion has the following investments