R is 0

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2): Value of portfolio is $120 million today. A Bank invests in 2, 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 : [0.1 0 0.0 S = 0 0.2 0- 0.0 0- 0.3 i) Determine i Tand 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