Chаpter 12 (Cоntinued frоm previоus question): You аre using the bootstrаpping historical simulation to evaluate the portfolio risk with the portfolio parameters as follows: Portfolio Value: $5,000,000 Confidence Level: 80% Time Horizon: 15 Days Simulated Data (Sorted Returns for 3 Draws): Below are the sorted daily returns for three independent bootstrap draws, randomly sampled (with replacement) from an original historical dataset. Each draw contains 15 samples. Draw 1: -9%, -6%, -3%, -1%, 0%, 0%, 1%, 2%, 2%, 3%, 3%, 4%, 5%, 5%, 7% Draw 2: -7%, -5%, -3%, -2%, -1%, 0%, 1%, 1%, 2%, 3%, 4%, 4%, 5%, 6%, 8% Draw 3: -8%, -7%, -6%, -4%, -2%, -1%, 0%, 1%, 2%, 2%, 3%, 5%, 6%, 7%, 9% Based on the data above, what are the Expected Shortfall (ES) Percentage and ES (Dollars) for Draw 3?