A trader has bought stock A and taken a short position on stock B. This means that the value of the portfolio will be Y=X_A - X_B, where X_i is the random variable representing the value of stock i. The random vector (X_A, X_B) follows the 2-dimensional normal distribution with mu_A = 10, mu_B =5, sigma^2_A = 10, sigma^2_B= 15 and Cov(X_A,X_B)= 5. 1) Calculate the expected value of portfolio Y. 2) Calculate the variance and standard deviation of portfolio Y. A trader has bought stock A and taken a short position on stock B. This means that the value of the portfolio will be Y=X_A - X_B, where X_i is the random variable representing the value of stock i. The random vector (X_A, X_B) follows the 2-dimensional normal distribution with mu_A = 10, mu_B =5, sigma^2_A = 10, sigma^2_B= 15 and Cov(X_A,X_B)= 5. 1) Calculate the expected value of portfolio Y. 2) Calculate the variance and standard deviation of portfolio Y