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Calculate the return and risk on a two-asset portfolio of an Fl using Moody's Analytics Portfolio Manager. Annual Spread between Loan Rate and Fi's Cost

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Calculate the return and risk on a two-asset portfolio of an Fl using Moody's Analytics Portfolio Manager. Annual Spread between Loan Rate and Fi's Cost of Funds Loss to Expected Given Default Default Frequency Loan X Annual Fees 1 2 0.45 0.55 5.5% 35 2.25% 1.75 30% 20 35% 10 P0.15

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