Attention, please! After moving to the next page, it will be impossible to go back! Logreturns X and Y for shares of two companies A and B follow normal distributions with parameters respectively m_(A)=2,Var(X)=0.86 and m_(B)=11 Var(Y)=0.39 It is known that a correlation coefficient between these logreturns is rho (X,Y)=-0.28 Find the expected value and variance for logreturns of a portfolio consisting of 5 shares of company A and 9 shares of company B. Enter your answers: E(5X+9Y)= Var(5X+9Y)= By moving on to the next question, you

To find the expected value and variance of the logreturns of the portfolio, we can use the following formulas: Given that , , , , and , we can substitute these values into the formulas: Therefore, the expected value of the logreturns of the portfolio is , and the variance of the logreturns of the portfolio is .