Please answer question 3 and show work, thanks
Attachment 1
Attachment 2
X2 = 0.55 calculate the Value(VAB)at 2% Probabity3, Consider a portfolio which consistof threerisky assets . The returns of these assetsare normally distributed with means :U 1 = 0. 12, Uz = 0,12, Us, = 0.12, The valueof portfolio today Is $120 million. TheCovariance matrix Is given by :0.2 010 010C 9 0 0 0. 3 0.00 . 0 0.0 0.4
“Looking for a Similar Assignment? Get Expert Help at an Amazing Discount!”
What Students Are Saying About Us
.......... Customer ID: 12*** | Rating: ⭐⭐⭐⭐⭐"Honestly, I was afraid to send my paper to you, but splendidwritings.com proved they are a trustworthy service. My essay was done in less than a day, and I received a brilliant piece. I didn’t even believe it was my essay at first 🙂 Great job, thank you!"
.......... Customer ID: 14***| Rating: ⭐⭐⭐⭐⭐
"The company has some nice prices and good content. I ordered a term paper here and got a very good one. I'll keep ordering from this website."
