Question: For this question, please use the Stocks.csv database. By how much is the 10-day VaR at the 99% confidence level underestimated if we assume that

For this question, please use the "Stocks.csv" database. By how much is the 10-day VaR at the 99% confidence level underestimated if we assume that Microsoft returns are normal vs. using the actual empirical distribution of said returns? 1.4% 0.42% 4.43% 3.6% 1.33%

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