The following are highly ranked losses for the 500 different scenarios under the historical simulation. What is the one-

[answerhappygod]

The following are highly ranked losses for the 500 different
scenarios under the historical simulation. What is the one-day 99%
expected shortfall?
Scenario Number
Loss ($000s)
131
1,082.969
494
715.512
227
687.720
 98
661.221
329
602.968
339
546.540
 74
492.764
193
470.092
487
458.177
131
1,082.969
494
715.512
227
687.720
 98
661.221
329
602.968
339
546.540
…
…
A. $492,764
B. $716,155
C. $602,968
D. $786,856
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