Question: please help me~ Weekly returns for two assets are provided in the file Quiz 1. xIsx. You are required to calculate the probability of (i)





Weekly returns for two assets are provided in the file Quiz 1. xIsx. You are required to calculate the probability of (i) Loss, and (ii) Value at Risk (non-parametric method) at 90% for Asset 1 on a weekly basis over the period 23rd September 2016 till 24th September 2021 ( 262 weekly observations). 1.8% and 0.418% 89.1% and 0.587% 45% and 2.681% 40.8% and 0.453% 1.2% and 31.569% Weekly returns for two assets are provided in the file Quiz 1. xIsx. You are required to calculate the probability of (i) Loss, and (ii) Value at Risk (non-parametric method) at 90% for Asset 1 on a weekly basis over the period 23rd September 2016 till 24th September 2021 ( 262 weekly observations). 1.8% and 0.418% 89.1% and 0.587% 45% and 2.681% 40.8% and 0.453% 1.2% and 31.569%
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