Question: Can you please provide steps / plan how to begin this please. Assuming you were employed as a risk analyst for a UK investment bank.

Can you please provide steps/plan how to begin this please.
Assuming you were employed as a risk analyst for a UK investment bank. On 31st Aug. 2024,
you selected four listed companies (stock A, stock B, stock C, stock D) from FTSE100 index
for the bank. The portfolio is valued at 100 million (+/-5%) that includes 50 million (+-5%) on
stock A,20 million (+-5%) on stock B,15 million (+-5%) on stock C, and 15 million (+-5%)
on stock D. The senior management asks you to examine the risk of this portfolio (The values
are measured in pounds).
Required:
Download 1000 daily historical stock price data of those four companies selected with
other relevant data upto 31st Aug. 2024. Estimate the one-day and the five-day Value at
Risk with a confidence level of 99% for the portfolio using historical simulation method
respectively.
Assuming you were employed as a risk analyst for a UK investment bank. On 31st Aug. 2024,
you selected four listed companies (stock A, stock B, stock C, stock D) from FTSE100 index
for the bank. The portfolio is valued at 100 million (+/-5%) that includes 50 million (+-5%) on
stock A,20 million (+-5%) on stock B,15 million (+-5%) on stock C, and 15 million (+-5%)
on stock D. The senior management asks you to examine the risk of this portfolio (The values
are measured in pounds).
Required:
Download 1000 daily historical stock price data of those four companies selected with
other relevant data upto 31st Aug. 2024. Estimate the one-day and the five-day Value at
Risk with a confidence level of 99% for the portfolio using historical simulation method
respectively.
 Can you please provide steps/plan how to begin this please. Assuming

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