Put 6 for R, 9R%=96%

assume x1=0.2

2): Value of portfolio is $120 million today. A Bank invests in xy amount in asset with return N(0:1; 0:1), 22 amount in asset with return N(0:12, 0:2), x3 amount in asset with return N(0:13; 0:3),Covariance matrix of the portfolio ; [0.1 0 0.07 S=0 0.2 0- 0.0 0- 0.3 i) Determine ei , Tzand x3 such that Vport [x] becomes minimum. a) Epore=? , b) Vport=? Calculate VaR for 9R%, and c) 4 days d) 8 days d) 5 weeks time horizons 9%