Question: Weekly returns for two assets are provided in the file. xlsx. You are required to calculate the probability of (i) week loss, and (ii) Value

Weekly returns for two assets are provided in the file. xlsx. You are required to calculate the probability of (i) week loss, and (ii) Value at Risk (non-parametric method) for Asset 1 over the period 23rd September 2016 till 07-Apr-2017

Weeks Asset 1
23-Sep-2016 0.538
30-Sep-2016 0.053
07-Oct-2016 -0.506
14-Oct-2016 -0.170
21-Oct-2016 0.332
28-Oct-2016 -0.502
04-Nov-2016 0.234
11-Nov-2016 -1.466
18-Nov-2016 -1.023
25-Nov-2016 -0.212
02-Dec-2016 0.069
09-Dec-2016 -0.268
16-Dec-2016 -0.613
23-Dec-2016 0.447
30-Dec-2016 0.652
06-Jan-2017 0.185
13-Jan-2017 0.194
20-Jan-2017 -0.350
27-Jan-2017 0.037
03-Feb-2017 -0.030
10-Feb-2017 0.436
17-Feb-2017 -0.018
24-Feb-2017 0.609
03-Mar-2017 -0.844
10-Mar-2017 -0.557
17-Mar-2017 0.504
24-Mar-2017 0.594
31-Mar-2017 0.065
07-Apr-2017 0.168

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