In this question you consider the Expected Shortfall as the  of the course.

If you encounter some difficulties, you can also compute the following quantity : 

What is the Expected Shortfall of at the threshold of 99% ? (both computations and both answers will be considered correct, give just the result).

Here, you write the answer with a comma, e.g. if you find 13.82, you write 13,82. Two decimal places are OK for this question.