Problem: An investment opportunity is estimated to have a 95% chance of a loss of $50,000, but a 5% chance of a loss. The best estimates are that the loss has a 1% chance of being $10,000, 1% chance of being $20,000, 1% chance of being $30,000, 1% chance of being $50,000, and 1% chance of being $100,000. Calculate the expected shortfall at the 97.5% level.