1) Consider a portfolio which consists of two assets. The returns of the assets are normally distributed with N(0.1,.025) and N(0.15,0.09).0. The value of portfolio today is $110 million . and the covariance matrix are given by S = [0.025 0.1 0.1 0.09 i) Determine X1 and 22 such that V port [x] becomes minimum. a) Eport=? , b) Vport=? Calculate VaR for 9R%, and c) 3 days d) 5 days d) 9 DAYS time horizons 1) Consider a portfolio which consists of two assets. The returns of the assets are normally distributed with N(0.1,.025) and N(0.15,0.09).0. The value of portfolio today is $110 million . and the covariance matrix are given by S = [0.025 0.1 0.1 0.09 i) Determine X1 and 22 such that V port [x] becomes minimum. a) Eport=? , b) Vport=? Calculate VaR for 9R%, and c) 3 days d) 5 days d) 9 DAYS time horizons