Question: NEED HELP PLEASE, I HAVE WAITED FOR 3 HOURS. 2): Value of portfolio is $120 million today. A Bank invests in 21 amount in asset

NEED HELP PLEASE, I HAVE WAITED FOR 3 HOURS.
2): Value of portfolio is $120 million today. A Bank invests in 21 amount in asset with return N(0:1; 0:1), 12 amount in asset with return N(0:12; 0:2), 13 amount in asset with return N(0:13; 0:3),Covariance matrix of the portfolio ; [0.10 0.0 S= 0 0.2 0- 0.0 0- 0.3 i) Determine 21 , 2 and x3 such that Vport (x] becomes minimum. a) Eport=? , b) Vport=? Calculate VaR for 9R%, and c) 4 days d) 8 days d) 5 weeks time horizons Calculate VaR for 98%, so R=8 and X1= 0,2 2): Value of portfolio is $120 million today. A Bank invests in 21 amount in asset with return N(0:1; 0:1), 12 amount in asset with return N(0:12; 0:2), 13 amount in asset with return N(0:13; 0:3),Covariance matrix of the portfolio ; [0.10 0.0 S= 0 0.2 0- 0.0 0- 0.3 i) Determine 21 , 2 and x3 such that Vport (x] becomes minimum. a) Eport=? , b) Vport=? Calculate VaR for 9R%, and c) 4 days d) 8 days d) 5 weeks time horizons Calculate VaR for 98%, so R=8 and X1= 0,2
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