Type only the answers please. Do not handwritten. What is value at risk (VaR)?According to Kenton 2019, the Value at Risk (VaR) is a statistical tool tomeasure and quantifies the level of financial risk within a firm,portfolio or position over a specific time frame, this tool is commonlyused by investment and commercial banks to determine the extent andoccurrence ratio of potential losses in their institutional portfolios.Methods of Calculating Value at Risks (VaR)Date17-01-2020Return/loss of portfolios1.-0.395%2.14-03-2020-0.374%3.08-03-2020-0.367%4.20-02-2020-0.342%5.23-01-2020-0.270%6.11-01-2020-0.262%7.27-03-2020-0.262%8.14-02-2020-0.248%9.17-02-2020-0.248%10.28-02-2020-0.234%11.12-03-2020-0.224%12.31-01-2020-0.215%There are 2 main methods of calculating VaR;1. Historical Simulation Method- According to Risk Net, it is amethod of calculating Value at Risk (VaR) that uses historicaldata to assess the impact of market moves on a portfolio. If the portfolio is 500,000, with the significance level of 1%, what wouldbe the absolute value of the portfolio with the 99% confidence level?Refer to table above.

Given Information: The return on the portfolio for the given days is given.

Answered: If the portfolio is 500,000, with the…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

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If the portfolio is 500,000, with the significance level of 1%, what would be the absolute value of the portfolio with the 99% confidence level? Refer to table above.