R=3.

2): Value of portfolio is $120 million today. A Bank invests in X amount in asset with return N(0:1; 0:1), 12 amount in asset with return N(0:12; 0:2), t3 amount in asset with return N(0:13; 0:3),Covariance matrix of the portfolio ; S= [0.1 0 0.0 0 0.2 0- 0.0 0- 0.3 i) Determine xi , Zand 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 4 Note:R is the last digit of your registration number 2): Value of portfolio is $120 million today. A Bank invests in X amount in asset with return N(0:1; 0:1), 12 amount in asset with return N(0:12; 0:2), t3 amount in asset with return N(0:13; 0:3),Covariance matrix of the portfolio ; S= [0.1 0 0.0 0 0.2 0- 0.0 0- 0.3 i) Determine xi , Zand 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 4 Note:R is the last digit of your registration number