= (X1, X2, X3)' of the stocks Problem 2. Suppose that the daily log-returns X S1, S2, S3 follow 0.1 N3 PI 0.040 -0.012 -0.032 -0.012 -0.032 0.090 0.024 0.024 0.160 -0.1 At the period n=0 the values of the stocks are S1 = 150, S2 = 200, S3 = 350 and in our portfolio we have two units of S1 and one unit of S2 and 53. Let L4 be the daily delta loss. (c) (8 points) Calculate VaR0.95 (LA) and E S0.95 (LA) = (X1, X2, X3)' of the stocks Problem 2. Suppose that the daily log-returns X S1, S2, S3 follow 0.1 N3 PI 0.040 -0.012 -0.032 -0.012 -0.032 0.090 0.024 0.024 0.160 -0.1 At the period n=0 the values of the stocks are S1 = 150, S2 = 200, S3 = 350 and in our portfolio we have two units of S1 and one unit of S2 and 53. Let L4 be the daily delta loss. (c) (8 points) Calculate VaR0.95 (LA) and E S0.95 (LA)