3)Value of portfolio today is $100 million. Bank invest in; $30 million in LN (0:1; 0:1), $25 million in LN (0:12; 0:2), $45 million in LN (0:13; 0:6), Covariance matrix of the portfolio ; [0.1 0.04 0.03 S= covariance matrix = 0.04 0.2 -0.04 0.03 -0.04 0.6 ; a) Eport=? ,b) Vport=?, Calculate VaR for 9R%, and c) 4 days d) 8 days d) 5 weeks time horizons. Note:R is the last digit of your registration number 3)Value of portfolio today is $100 million. Bank invest in; $30 million in LN (0:1; 0:1), $25 million in LN (0:12; 0:2), $45 million in LN (0:13; 0:6), Covariance matrix of the portfolio ; [0.1 0.04 0.03 S= covariance matrix = 0.04 0.2 -0.04 0.03 -0.04 0.6 ; a) Eport=? ,b) Vport=?, Calculate VaR for 9R%, and c) 4 days d) 8 days d) 5 weeks time horizons. Note:R is the last digit of your registration number