Need help Understanding VaR Calculations

Using this data Provided, please address the following questions below: 99% percent confidence,2.33 stress event. Calculate the 5 Risk transactions separately. Normal Distribution and ignore any correlation. Then Calculate the totals below given separately. These formulas can be used.

1.Line of Business VaR vs. Total VaR

a.Using a lookback period of 2003-2018 (i.e., using all 16 years of data), what is the one-year 99% confidence level VaR for each transaction type?

b.What is the one-year 99% confidence level VaR for the Principal Transactions business segment as a whole?

2.Varying Lookback Periods

a.Using a lookback period of just the most recent five years (i.e., 2014-2018), what is the one-year 99% confidence level VaR for each transaction type? What is the one-year 99% confidence level VaR for the Principal Transactions business segment as a whole? show formulas

3.Regulatory Capital Requirement

Assume that regulators require Citigroup to keep a multiple of 3 times VaR for capital adequacy.

a.For the one-year 99% confidence level VaR, how much capital would be needed for the overall Principal Transactions business segment, if using a lookback period of 2003-2018? show formula and calculations

b.How much capital would be needed for the overall Principal Transactions business segment, if using a lookback period of 2010-2018?