Loans Industry 1 Industry 2 0.65 0.35 Portfolio Weight Annual Spread 4.25% 2.75% Fees Earned 3.0% 2.5% 50% 20% Loss to Fl given Default Expected Default Frequency Correlation 5.5% 3% 0.30 Use the table to answer the question. A financial institution has outstanding loans to two industries: Industry 1 and Industry 2. Use Moody's Analytics Portfolio Manager Model to calculate the portfolio return. 3.5% 0 4.55% 6.25% 0 6.55% Use the table to answer the question. A financial institution has outstanding loans to two industries: Industry 1 and Industry 2. Use Moody's Analytics Portfolio Manager Model to calculate the portfolio standard deviation. (Round intermediate answers to 4 decimal places). 1.41% O 5.06% O 7.85% Not enough information. Use the table to answer the question. A financial institution has outstanding loans to two industries: Industry 1 and Industry 2. What is the Sharpe Ratio for this portfolio if the risk free rate is 1.5%? 0.39 0.77 O 1.40 02.05 Loans Industry 1 Industry 2 0.65 0.35 Portfolio Weight Annual Spread 4.25% 2.75% Fees Earned 3.0% 2.5% 50% 20% Loss to Fl given Default Expected Default Frequency Correlation 5.5% 3% 0.30 Use the table to answer the question. A financial institution has outstanding loans to two industries: Industry 1 and Industry 2. Use Moody's Analytics Portfolio Manager Model to calculate the portfolio return. 3.5% 0 4.55% 6.25% 0 6.55% Use the table to answer the question. A financial institution has outstanding loans to two industries: Industry 1 and Industry 2. Use Moody's Analytics Portfolio Manager Model to calculate the portfolio standard deviation. (Round intermediate answers to 4 decimal places). 1.41% O 5.06% O 7.85% Not enough information. Use the table to answer the question. A financial institution has outstanding loans to two industries: Industry 1 and Industry 2. What is the Sharpe Ratio for this portfolio if the risk free rate is 1.5%? 0.39 0.77 O 1.40 02.05