Consider a portfolio consisting of three risky assets with equal weights. Assume that the assets are identical with mean returns of $10\%$ and standard deviations of $8\%.$ Also, assume that their returns are normally distributed and independent of each other. By using simulation, find the probability that

a$.$ the return of the portfolio will be less than $1\%,$

b$.$ the return of the portfolio will be more than $5\%,$

c$.$ the loss of the portfolio will be more than $2\%$