You are the head of a risk unit in a small asset management company. The portfolio of the AM company is invested in two equity indexes as follows: 40% in the S&P 500 (GSPC) and 60% in the NASDAQ (IXIC), both denominated in US dollars. You are concerned with risk measure estimation over a 1-Day period and computed with levels of confidence equal to 95% and 99%.

1. Download the S&P 500 and NASDAQ indexes from yahoo finance over the period between 2005-06-29 and 2020-07-01 and compute their daily arithmetic returns. Compute the arithmetic returns of your portfolio and, from there, compute the evolution of $1 invested in that portfolio on 2005-06-29. Plot the result in a graph together with the evolutions of the two indexes.