1)Consider a portfolio which consists of two assets. The returns of the assets are normally distributed with N(0.1,.025) and N(0.2.0.09).0. The value of portfolio today is $120 million and the covariance matrix are given by S= [0.025 0.2 0.2 0.09 . i) Determine and 22 such that Vport [x] becomes minimum. a) Eport=? b) Vport ? Calculate VaR for 9R%, and c) 2 days d) 5 days d) 2 weeks time horizons