This question from Financial statistics

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Exercise 1 A financial portfolio consists of 2 independent stock prices S1(t), S2(t) which subject a probabilistic behavior through a certain time interval which has been divided into 4 periods where the one step return rates for each price are statistically independent and the distribution of each one step return rate subjects to gamma(3,.02) and gamma(5,.01) respectively for S1(t), S2(t). Find the beginning relative weights for S1(t), S2(t) such that the variance return rate of portfolio reaches the minimum value at the end of time interval Exercise 2 A financial portfolio V(t), consists of 2 independent stock prices $1(t), S2(t) which subject a probabilistic behavior through a certain time interval where the distribution of return rate of each price subjects to N(.12, 0.07) and N(.14, 0.04) respectively for $1(c), S2(t) at the end of interval . Find the value of C such that P[V(t) kv ~(u, o) kv = u = .3 * 0.15 +0.7 * 0.18 = 0.171,0 = 1.32 +.072 +. 72.042 = 0.035 = = = c1-u P[kv kv ~(u, o) kv = u = .3 * 0.15 +0.7 * 0.18 = 0.171,0 = 1.32 +.072 +. 72.042 = 0.035 = = = c1-u P[kv