Construct for your own group a portfolio consisting of 3 items: - 2 stocks: 10 000 and 20 000 shares each.
- 1 commodity: 500 units.
a) Get the real price movement from the market (it can be either domestic or foreign one). Applying the guidance on slide 17 onwards in Chapter Market risk 3, calculate 1-day VAR and ES for your portfolio at 97.5% confidence level. Show your prices and calculation on an attached Excel sheet.
b) Suppose that the returns of your portfolio are normally distributed, calculate:
i) VAR and ES for 10-day time window.
ii) VAR and ES for 99% and 95% confidence levels.

Abdul is making a map of his neighborhood he knows the following information: his home, the middle school, and high school are all on the same street. his home, the elementry school, and his friends house are on the same street. the angle between the elementary school, middle school, and his home is congruent to the angle between his friends house, the high school, and his home. what theorem can abdul use to determine the two triangles are similar? a- side side side similarity theoremb- angle angle similarity theoremc- corresponding parts of similar triangles are congruentd- pieces of right triangles similarity theorem