116. Given the following 30 ordered percentage returns of an asset, calculate the VAR and expected shortfall (=CVAR) at a 90% confidence level: -16, -14, -7, -7, -5, -4, -4, -4, -3, -1, -1, 0, 0, 0, 1, 2, 2, 4, 6, 7, 8, 9, 11, 12, 12, 14, 18, 21, 23
Select one or more of the following: