Question 4 (5 marks) Roy is modelling the maximum daily loss in any month for shares in Revnholm Industries. He believes this maximum loss I. follows a GEV(0.03,0.02, 0.015) distribution. a) (C) Write down the GDP for this distribution and clearly state what this function represents. Also, calculate the mean and variance of L under Roy's model. Clearly state any values of the Gamma function that are used in your model. [2 marks] b) (C) Using part a} or otherwise, calculate the 10% VaR for L. Show all relevant calculation steps. [3 marks}