3. XYZ bank has two assets outstanding, summarized below. Assuming a correlation of 0.45 between the assets, compute Elp, ULD, RCA RCB Asset A Asset B commitments(COM) 20,000,000 14,000,000 13,000,000 10,000,000 Outstandings (OS) 55% 70% Usage Given Default (UGD) 49 15% EDF 70% 60% LGD 3.5% 6.75 OEDF 159 159 OLGD (8 Points) 20 Enter your answer D