In this question we will conduct a backtesting exercise for a portfolio of 5 stocks for the 2021 year. For each trading day in 2021 we must graph the 99% VaR that was computed 10 trading days before and we must also graph the realised loss in the portfolio that occurs over this same period. One is required to produce two graphs. The first graph should be the backtesting of the VaR method under normality. The second graph should be the backtesting of the VaR method under historical simulation of daily changes in prices. Finally, one should interpret the findings from both of these graphical displays, (noting presentation quality is important). For these exercises, assume that $5,000,000 dollars was the value of our holdings in each of the following 5 U.S. companies, Apple Inc, Microsoft Corp, Walt Disney Co., Boeing Co. and JPMorgan Chase