you just need to help me solve the question (c)

Problem 2 (Distributional Robust). The purpose of this question is to go through the proof of the worst-case downside risk based on high school algebra. You will come across the dual of the problem without solving it directly. The optimal distribution of r + or2 + 'r 2 sup Eur 20+] = \" W (1) Xmas) is known to be a two-point distribution, i.e. there exists two points 3:1 and 3:2 (31