No need to use R, just a manual solution. Thanks!

Assume that you have Wo = $12,000 to invest. You can invest in three assets A1, A2, and A3. One unit of each asset initially costs S1000 with potential end of year values distributed AiN(1100,250) for each asset. The correlation between asset returns is Pi= 0.50 between assets and j. Let W. be the value of your wealth at the end of one year. (Do not use simulations but you can use R to compute znorm() and pnorm()) a. Compute the 5% VaR and cVaR of W if you invest all $12,000 in asset Inies you purchase 12 units of asset 1 =W1N(12 * 1100, 12 * 250). b. Compute the 5% VaR and cVaR of W if you initially purchase six (6) units of asset 1 and six (6) units of asset 2. c. Compute the 5% VaR and cVaR of W if you initially purchase four (4) units of asset 1, four (4) units of asset 2, and four (4) units of asset 3. *