Question: At a 95% confidence level, what is the expected shortfall? (Please only provide the magnitude of Expected Shortfall, i.e. without a minus sign, and round

At a 95% confidence level, what is the expected shortfall? (Please

At a 95% confidence level, what is the expected shortfall? (Please only provide the magnitude of Expected Shortfall, i.e. without a minus sign, and round your answer to two decimal places in terms of millions of dollars - please do not show the $ sign in the answer. e.g. if the answer is $2.13 million, enter 2.13 )

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