Consider a portfolio of $100 million with.4 three bonds, bond A ($25 million) with default probability 5%, bond B ($30 million) with default probability 10% and bond C ($45 million) with default probability 20%. Assume that the exposures are constant, the recovery in case of default is zero and default events are independent across the three issuers. Based on these information answer question If all the bonds within this portfolio default, the expected credit loss and the variance for * this event are:(final answer)