need help with risk theory homework.Thank you!

Let X = (r1, 12, 13) ~ N(u, E) where Hi = (0, 0, 0) and .5 0 E = .5 1 .5 0 -.5 1 Let w = (.25, .25, .5). Assume that we invest $1000 in this portfolio. 1. Find VaR.95. 2. Find individual VaR.95 for each asset. 3. Find undiversified VaR.95 and compare it to VaR.95. 4. Find Bi for each asset i. 5. Find marginal VaR (i.e. AVaRi) for each asset. 6. Assume that we want to sell $15 of asset 1, invest an extra $10 in asset 2, and buy $5 of asset 3. Find the incremental VaR. Do this both exactly, and using the approximation based on AVaR.95. 7. Assuming that the amounts invested in assets 1 and 2 are as originally given, find the best hedge in asset 3. What is the VaR.s of this new portfolio? 8. Assume that the amounts invested into all three assets are as originally given. Find CVaR and percent contribution to VaR for each component