[Solved] 2): Value of portfolio is $120 million to

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2): Value of portfolio is $120 million today. A Bank invests in x1 amount in asset with return N(0:1; 0:1), 22 amount in asset with

2): Value of portfolio is $120 million today. A Bank invests in x1 amount in asset with return N(0:1; 0:1), 22 amount in asset with return N(0:12; 0:2),

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