please help
BNP Paribas Bank aims to hire a new intern for its investment department. During his interview, Ali was asked the following question:
A fixed income portfolio valued at €800 million had the below lowest extreme daily returns over the last 400 days:
1.99% -1.91% 1.89% 1.87% 1.88% -1.82% -1.87
-1.76 -1.84
A. What is your estimate of the daily dollar 99% VaR using the historic simulation method?
B. What is the Expected Shortfall?
