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Use the model-free bootstrap to find a basic percentile bootstrap confidence interval for VaR(0.05) for this portfolio. Use a 90% confidence coefficient for the confidence interval. Use 250 bootstrap resamples. This amount of resampling is not enough for a highly accurate confidence interval, but will give a reasonably good indication of the uncertainty in the estimate of VaR(0.05), which is all that is really needed.

Also, plot kernel density estimates of the bootstrap distribution of DF and VaRt (0.05). Do the densities appear Gaussian or skewed? Use a normality test to check if they are Gaussian.

Include your R code, plots, and output with your work.

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