Expected shortfall (ES) is the best technique to use when:Select one:O A. the probability distribution is skewed to the right.O B. a continuous probability distribution cannot be constructed.O C. the probability distribution indicates there is a possibility of a "fat tail" loss.O D. the VAR indicates there is no possibility of losses so another method must be used to determine market risk.O E. there is a small sample size used to estimate probability distributions.