Construct for your own group a portfolio consisting of 3 items: - 2 stocks: 10 000 and 20 000 shares each.
- 1 commodity: 500 units.
a) Get the real price movement from the market (it can be either domestic or foreign one). Applying the guidance on slide 17 onwards in Chapter Market risk 3, calculate 1-day VAR and ES for your portfolio at 97.5% confidence level. Show your prices and calculation on an attached Excel sheet.
b) Suppose that the returns of your portfolio are normally distributed, calculate:
i) VAR and ES for 10-day time window.
ii) VAR and ES for 99% and 95% confidence levels.

Hindi korin alam shinsya

so firstly, we need to isolate the y variables to be able to solve these inequalities. firstly, add 0.5x on both sides of the first inequality and subtract 1.5x on both sides of the second inequality:

now since the slope is positive for the first inequality, this means that the line going upwards belongs to the first inequality, and the line going downwards belongs to the second inequality.

next, since y ≥ in the first inequality, this means that the shaded region will be above the first inequality's line, thus shading regions a and b.

next, since y ≤ in the second inequality, this means that the shaded region is going to be below this line, thus shading regions a and c.

since both lines shade region a, this means that region a is the solution.

step-by-step explanation:

mark brainliest!