A portfolio contains a long position of 100 shares of the ABC company, a short position of 20 shares of the MNO company, and a $10,000 cash position. The value of the ABC stock is given by a lognormal variable X with parameters average= 0.1, SD^2 = 0.3. The value of the MNO stock is given by a lognormal variable Y with parameters average=0.2, SD^2 = 0.25. The stocks ABC and MNO behave independently. Let the random variable Z be the value of the portfolio. (a) Give a formula for Z. (b) Calculate the expected value and the variance of the portfolio.