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What is the 30%-VaR (value at risk) & 30%-ES (expected shortfall) of Stock 1 (expressed in percent)? Suppose that your portfolio can evolve according to

image text in transcribed What is the 30%-VaR (value at risk) & 30%-ES (expected shortfall) of Stock 1 (expressed in percent)?

Suppose that your portfolio can evolve according to 5 possible scenarios between September 22,2022 and October 22, 2022: Suppose that your portfolio can evolve according to 5 possible scenarios between September 22,2022 and October 22, 2022

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