VaR的计算，FRM的题目，求大神指点

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Given the following 30 ordered simulated percentage returns of an asset, calculate the VaR and expected shortfall (both expressed in terms of returns) at a 90% confidence level.

-16, -14, -10, -7, -7, -5, -4, -4, -4, -3, -1, -1, 0, 0, 0, 1, 2, 2, 4, 6, 7, 8, 9, 11, 12, 12, 14, 18, 21, 23，这是题目
VaR (90%) = 10, Expected shortfall = 15这是答案。
Ten percent of the observations will fall at or below the 3rd lowest observation of the 30 listed.  Therefore, the VaR equals 10.  The expected shortfall is the mean of the observations exceeding the VaR.  Thus, the expected shortfall equals (16 + 14) / 2 = 15.
这是解释，很显然我解释看不懂。求大神指点。

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关键词：FRM VaR observations observation confidence percentage expressed following expected returns