please note that r=2 please resolve them all im sorry

1)Consider a portfolio which consists of two assets. The returns of the assets are normally distributed with N(0.1,.025) and N(0.2,0.09).O. The value of portfolio today is $120 million and the covariance matrix are given by 10.025 0.2 0.2 0.09 i) Determine x and , such that Vport [x] becomes minimum. a) Epore=? b) Vport=? Calculate VaR for 9R%, and c) 2 days d) 5 days d) 2 weeks time horizons 0 2): Value of portfolio is $120 million today. A Bank invests in | amount in asset with return N(0:1; 0:1), 1y 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: [0.1 0.0] S = 0 0.2 0- [0.0 0- 0.3] i) Determine Iz Tzand x3 such that Vport [x] becomes minimum. a) Epore=?, b) Vport=? Calculate VaR for 9R%, and c) 4 days d) 8 days d) 5 weeks time horizons 3) Value of portfolio today is $100 million Bank invest in $30 million in LN(0:1; 0:1). $25 million in LN(0:12; 0:2), $45 million in LN(0:13; 0:6). Covariance matrix of the portfolio [0.1 0.04 0.03 S=covariance matrix = 0.04 0.2 -0.04 0.03 -0.04 a) Eport=? b) Vpore=? . Calculate VaR for 9R%, and c) 4 days d) 8 days d) 5 weeks time horizons. Note:R is the last digit of your registration number 0.6 R=2 1)Consider a portfolio which consists of two assets. The returns of the assets are normally distributed with N(0.1,.025) and N(0.2,0.09).O. The value of portfolio today is $120 million and the covariance matrix are given by 10.025 0.2 0.2 0.09 i) Determine x and , such that Vport [x] becomes minimum. a) Epore=? b) Vport=? Calculate VaR for 9R%, and c) 2 days d) 5 days d) 2 weeks time horizons 0 2): Value of portfolio is $120 million today. A Bank invests in | amount in asset with return N(0:1; 0:1), 1y 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: [0.1 0.0] S = 0 0.2 0- [0.0 0- 0.3] i) Determine Iz Tzand x3 such that Vport [x] becomes minimum. a) Epore=?, b) Vport=? Calculate VaR for 9R%, and c) 4 days d) 8 days d) 5 weeks time horizons 3) Value of portfolio today is $100 million Bank invest in $30 million in LN(0:1; 0:1). $25 million in LN(0:12; 0:2), $45 million in LN(0:13; 0:6). Covariance matrix of the portfolio [0.1 0.04 0.03 S=covariance matrix = 0.04 0.2 -0.04 0.03 -0.04 a) Eport=? b) Vpore=? . Calculate VaR for 9R%, and c) 4 days d) 8 days d) 5 weeks time horizons. Note:R is the last digit of your registration number 0.6 R=2