3. Assume a short position of one option contract with 51 days to maturity and a strike price of 925. Using the preceding 5000 random normal numbers, calculate the changes in the 10-day portfolio value according to the delta-based, the gamma-based, and the full valuation approach. Calculate the 10-day, 1% dollar VaRs using the simulated data from the three approaches. Make histograms of the distributions of the changes in the portfolio value for these three approaches using the simulated data. Calculate the Cornish-Fisher VaR as well.