Loans Portfolio Weight Annual Spread Fees Earned Loss to FI given Default Expected Default Frequency Correlation Industry 1 0.72 7.40% 2.95% 40% Industry 2 0.28 12.65% 4.80% 65% 1.5% 4.5% 0.50 Use Moody's Analytics Portfolio Manager Model. What is your expected portfolio return? (Note: round intermediate calculations to 4 decimal places). 06.17% 0 12.34% O 8.87% O 11.09%