Consider a loan of $150,000 and the information that follows: Percentage drawn: 90%. The probability of default is 5%. The estimated loss given default is 60%, with a standard deviation of 40%. Drawdown on default is 20%. Which choice below is correct? Select one: a. The credit exposure is the total amount of the loan ($150,000) and the variance of the credit loss is 15.84%. b. None of the answers provided is correct. c. The credit exposure is $138,000, and the standard deviation of the credit loss (per dollar) is 15.84%. d. The EL is $4500, and the unexpected loss estimate is $23,764.5.