X2 = 0.55 calculate the Value (VAB)at 2% Probabity 3, Consider a portfolio which consistof three risky assets . The returns of these assets are...

Please answer question 3 and show work, thanks

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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