Risk-Adjusted Return on Capital (RAROC) is a risk-based profitability measurement framework for analysing risk-adjusted financial performance and providing a consistent view of profitability across businesses. The basic formula for calculating RAROC is:

$$\text{RAROC} = \frac{(\text{expected revenues} - \text{costs} - \text{expected losses} - \text{taxes} + \text{return on risk capital} + / - \text{transfers})}{\text{economic capital}}$$

In the given scenario, the bank has information on expected revenues, costs, taxes, return on risk capital, transfers, and economic capital. However, the data on expected losses is missing. Expected losses are an integral part of the RAROC calculation as they represent the losses that the bank expects to incur as a result of its business activities. These losses could be due to credit risk, market risk, operational risk, or other types of risk that the bank is exposed to. Therefore, without this data, the bank cannot accurately calculate its RAROC.

Choice A is incorrect. The Sharpe ratio is not required for the calculation of RAROC. The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. It does not provide any information about expected losses or gains which are necessary for calculating RAROC.

Choice C is incorrect. Net present value (NPV) is also not needed in the calculation of RAROC. NPV is a method used in capital budgeting to analyze the profitability of an investment or project, but it does not contribute to determining expected losses or gains which are integral components in calculating RAROC.

Choice D is incorrect. VaR (Value-at-risk) measures the potential loss that could occur in an investment portfolio over a specific period with a given confidence level, but it's not directly involved in computing RAROC as it doesn't provide information on expected losses or gains.