2. (30pts) Consider a portfolio which consists of single asset. The return of the asset is normally distributed with annual mean return 5% annual standard deviation 5%. The value of portfolio today is S80 million. Suppose the time horizon is one year, a) Determine the mean and standard deviation of the portfolio at the end of the year. b) What is the probability that the end of year loss is more than $10 million? b) What is the probability that the end of year loss is in between $10 million and $20 million? c) What is the probability that the end of year loss is less than $10 million?d) Calculate Value at Risk (VaR) at 1% probability e) Calculate Value at Risk (VaR) at 5% probability for a short time horizon. in between $10 milWhat is the probabilind of year lass