Question: Need help with this question Suppose that a portfolio consists of two assets and the total change of portfolio's value, denoted by X, can be

Need help with this question

Need help with this question Suppose that a portfolio consists of two

Suppose that a portfolio consists of two assets and the total change of portfolio's value, denoted by X, can be written as Y=X1+(1)X2, where Xi denotes the change of value of the i-th asset and 01 is the allocation parameter. Assume that (X1,X2) is a jointly normal random vector with distribution N([],[11]). Find the distribution of Y

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