Day Date Day Date Sorted returns 0 1 2 3 Jan 2 Jan 3 Jan 4 Jan 5 Jan 6 Jan 9 0.066 0.065 0.063 0.062 0.061 4 289 290 291 292 293 294 295 296 297 298 299 300 5 Sorted returns -0.014 -0.015 -0.017 -0.019 -0.020 -0.021 -0.022 -0.024 -0.025 -0.027 -0.029 -0.090 March 16 March 17 March 18 March 21 March 22 March 23 March 24 March 25 March 28 March 29 March 30 March 31 .. .. 284 285 286 287 288 March 9 March 10 March 11 March 14 March 15 -0.006 -0.007 -0.008 -0.011 -0.012 4. The table below contains 301 observations with sorted returns and a position of TL50,000. Assume the returns are normally distributed and have a monthly mean of 0.0024 and a variance of 0.0036. a) (17 pts) What is the one-day TL VaR at 99% approximately using the analytical method