)Consider a portfolio which consists of two assets. The returns ofthe assets are normally distributed withN(0:1;:025)andN(0:2;0:09):0.The value of portfolio today is $120 million . and the covariancematrix are given byS=0:025 0:20:2 0:09i) Determinex1andx2such that Vport[x] becomes minimum. a) Eport=?, b) Vport=? Calculate VaR for 9R%, and c) 2 days d) 5 days d) 2 weeks time