Suppose there is a two$-$asset portfolio. One asset has an expected return of $25\%,$ the other has an expected return of $15\%.$ The variance of the first asset$$s return is $0\mathrm{.}05,$ and the variance of the second asset$$s return is $0\mathrm{.}03.$ The covariance of the two assets is $0\mathrm{.}02.$ The two assets are equally weighted in the portfolio.

What is the expected return of the portfolio?

What is the variance of the portfolio?

What is the standard deviation of the portfolio?

What is the $5\%$tail on the left away from the mean?

What is the $9\%$confidence level of VAR?

There is a $5\%$chance the portfolio will lose more than $?$

What is the $1\%$tail on the left away from the mean?

What is the $99\%$confidence level of VAR?

There is a $1\%$chance the portfolio will lose more than $?$

What is the weight of Asset $1?$