6.XYZ bank has two assets outstanding. summarized below. Assuming a correlation of 0.45 between the assets, compute ELp, ULp, RCA, RCB Asset A Asset B commitments(COM) 20,000,000 14,000,000 Outstandings (OS) 13,000,000 10,000,000 Usage Given Default (UGD) 55% 70% EDF 1.5% 4% LGD 60% 70% JEDF 3.5% 6.75% OLGD 15% 15%