Suppose X and Y denote the rates of return (in percent) on two stocks. You are told X ~ N(16,25) and Y ~ N(6, 4), and X and Y are independent. Suppose you want a combination of these stocks, W in your portfolio, such that W = 3X + 4Y. What is the probability distribution of the return on your portfolio? Please show your work. Suppose you are now told that X and Y are correlated, with the correlation coefficient being 0.8. There exists a combination of these stocks, Z = X + Y. Solve for Var(Z). Please show your work