Consider a stock portfolio consisting of two units of S' and one unit of S. Calculate the probability of delta losses over one day, if the daily log-returns (X1, X2) of the stocks are independent with X, (0.5, 1.1), X, ~ N(-0.2,0.5) and the current stocks value are S; = 100, S8 = 50. Consider a stock portfolio consisting of two units of S' and one unit of S. Calculate the probability of delta losses over one day, if the daily log-returns (X1, X2) of the stocks are independent with X, (0.5, 1.1), X, ~ N(-0.2,0.5) and the current stocks value are S; = 100, S8 = 50