The forward price of the 1-month forward contract on Stock ABC is $100, and one forward contract corresponds to 1 share of the stock. The forward has cash settlement. An investor holds a portfolio consisting of $X of cash and a long position of 10 units of such forward contracts, for one month. The investor estimates that the price of Stock ABC after one month is given by $100 xe where Y is a random variable that follows a normal distribution with mean 0 and variance 0.252. The interest rate is 0. Y > (15 marks) What is the minimum value of X, such that the investor is 95% certain that the portfolio value will not be negative after one month? The forward price of the 1-month forward contract on Stock ABC is $100, and one forward contract corresponds to 1 share of the stock. The forward has cash settlement. An investor holds a portfolio consisting of $X of cash and a long position of 10 units of such forward contracts, for one month. The investor estimates that the price of Stock ABC after one month is given by $100 xe where Y is a random variable that follows a normal distribution with mean 0 and variance 0.252. The interest rate is 0. Y > (15 marks) What is the minimum value of X, such that the investor is 95% certain that the portfolio value will not be negative after one month