Using the naming convention indicated in the text, name the following VaR metrics:

1. the conditional standard deviation of a portfolio’s market value, measured in AUD, 1 week from today;
2. the conditional standard deviation of a portfolio’s USD simple return over the next 3 trading days;
3. the conditional 99% quantile of a portfolio’s loss, measured in GBP, over the next day.

1. one-week standard deviation of market value AUD VaR;

2. three-day standard deviation of simple return USD VaR;
3. one-day 99% GBP VaR.