What was the 1 day 99% Value at Risk (VaR) on this portfolio? Compute VaR using both these methodologies:olatilities estimated using a 3-year rolling window.
1. The file 433.Assignment 01.csv contains daily data on S&P500 index and the Vanguard Total Bond Market Index Fund from 1987 to 2014. The Vanguard Bond fund is designed to provide broad exposure to U.S. investment-grade bonds. To be more specific, the fund invests about 30% in corporate bonds and 70% in U.S. government bonds […]