It the other two answers are all nice number, I would say they must be all wrong. because the most accurate figure should be only 0.0025% away from the average of 5 worst right?
My understanding to this question is 2% of 252 day is 5.04, ES takes the weighted average beyond the significant level. Therefore start from 5 and then 4,3,2,1 are points beyond the significant level of 5.04 which should be added to take the average.
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