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Consider a portfolio which consist of two risky assets, The returns of the assets are normally distributed with means N 1 = 0. 12 and U2 = 0.1. The value of portfolio today is $ 110 million . suppose the time horizon is one year and the covariance matrices are givenby : - ro.15 0. 2 0.25 A) Determine the values of shares Which make the variance of the portfolio minimum , b) Calculate VAR at 2 probability. ( show y our calculations ) () Let the Shares of assets be: x1 = 0iss Xz = 0. 45, calculate VAR at 20% probability D ) Let the Shares of assets be; X1= 045 X 2 = 0.55 calculate the Value at Risk (VAB)at 2% Probabity