Calculate var and cvar for daily returns for

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Reference no: EM131086912

VaR and CVaR

Calculate VaR and CVaR for daily returns for

i. S&P 500 (from 1950)

ii. SX5E (from 1987)

Fill in the following table for both S&P 500 and SX5E:

Reference no: EM131086912

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