Please solve this with details. Thank you!

9. You have invested $2M in stock A with a B of 1.4 and $3M in stock B with a [3 of .8. If the excess return on the portfolio of A&B is 16! and normally distributed with expected mean .065 and expected SD .20 per year, What is the 1%, m m 1%, six month m 1%, one month m and 1%, 10-day m of the portfolio