Please assist with answering the following question for study purposes

13 1) Portfolio is Olstributed according to. esm 200 0.3 Calculate TVaR ratios : a) 2) 135pts) Consider a portfolio which of two risky set*- T returns of thc 0.12 and 0.1. The value of portfolio t..lay is S 110 t..illi.... Suppose the t.irue is one yt.r and the covariance are given by 0.15 0.2 | a) Determine the values or shares which make of the portfolio rnininnun_l at 2% probai.ility Siu w calcnlar,iotns explicit y. c) Let the shares of 0 00, 0.45 calculate at 2%, probability d) ICt. t, he of 09- sets be: 0.45. .r.2E 0.55 calculate the at. Risk probability. 3) / 35pts) Consider a portfolio which consist".f risky O. 12 . 0.12. o M2- Th. value of partfolio $120 lion. The covariance rnatrix is given 0.2 0.0 0.0 0.0 0.3 0.0 0.0 0.0 Suppose that the time horizon is 3 months: a) of which of v) "'hat, is the probability that the of year is _ value at. Risk (VaR) with