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A bank has two loans. Loan As unexpected loss is $ 67,765. Loan Bs unexpected loss is $47,775. Please calculate the portfolios unexpected loss if

A bank has two loans. Loan As unexpected loss is $ 67,765. Loan Bs unexpected loss is $47,775. Please calculate the portfolios unexpected loss if the default correlation between the two loans is 10% and if the default correlation is 100% respectively.

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