Using the historical simulation approach, estimate the CVaR (at the 99% confidence level) of an equally-weighted portfolio that: (1) is valued at $200,000; and (2) involves only the stocks of Tesla and Facebook. Day 9 11 87 99 100 123 135 182 183 198 Tesla Return -12% -21% -20% -9% -22% -10% -15% -18% -7% -6% Facebook Return -4% -5% -8% -9% -10% -13% -7% -12% -3% -14% Notes: The values in the table are sorted by the day (not by the return). The day where the pth worst stock return of Tesla occurs possibly differs from the day where the pth worst stock return of Facebook occurs. You can ignore the other 290 [= 300 - 10] daily returns on Tesla and Facebook.