Using financial math

(8 points) Suppose that the random vector X = (X1, X2)' has dependence II and X; follow N(0, 1). Let L- = X1 + X2 be the delta loss, calculate VaRo.95(LA).(a) (5 points) Calculate the copula of the vectors (Z - 1, 27 + 1)', (1 - Z, Z + 2)' and (Z + 2, 1)'.(7 points) Suppose that the random vector X = (X1, X2)' has dependence M and X; follow Exp(1). Let L- = X1 + X2 be the delta loss, calculate E50.95 (LA)