Question: 4. Let X = (121,122, 33) ~ (p, 2) where and Let 13 = (.25, .25, .5). a) Find the mean and variance of 117T

4. Let X = (121,122, 33) ~ (p, 2) where and Let 13 = (.25, .25, .5). a) Find the mean and variance of 117T X . b) Find VGR_99 for the corresponding portfolio assuming that X is multivariate normal and that we invest $100 in this portfolio

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