Please help me

12-36 Model thresholds and payoff matrices, sensitivity analysis (continuation of 12-35). Assume the same information for Spruce Bank as in Problem 12-35. David believes that within the pool of borrowers he invests in, the timing of when borrowers ultimately default could be different from what he has assumed. That means he might lose more or less than the 65% he has assumed in the payoff matrix. He decides to model "worst case" and "best case" scenarios of losing 75% and 55\%, respectively, of the amount of the loan in the event of a default