Market risk VaR is calculated using:a$)$ The historical simulation of past data where scenarios are built and loss distribution is calculated which next defines the fifth worst loss amount to calculate the VaRb$)$ The historical simulation of past data where scenarios are built and loss distribution is calculated according to the exponentially moving average model that defines weights and next defines the cumulative weights which sum up to the X$-$percentile VaR level C$)$The historical simulation of past data where scenarios are built and loss distribution is calculated according to a volatility updated procedure, such as the exponentially moving average and next defines fifth worst loss amount to calculate the VaRd$)$ One of the methods described at points a$,$ b and ce$)$ None of the methods described at points a$,$ b and c