Please solve 5 and 7 and show steps. Answers are given

Consider a portfolio of loans of theee trypes. Loan A han Exposure at Defaul-100. Recovery Rate-85s, and a Protahility of Default of 18 . Loan B has Exposure at Default=50. Recovery Rate*80K, and a Probubility of Default of 3K. Loan C has Exposare at Default=10. Aecovery Rate-50x, and a Probuhility of Defauit of 500 Loan D has Exposure at Default=10, Reciovery Rate-50K, and a Probablity of Default of 40K The underfying risks are independent acrous the four loans: the coerelation coefficient between the default events of A,B.C and D are egual to aero. What is the probabillty that the total loss imounts to 20 ? Pick the correct answer (numbers are approwinated to the third decimal place) 0.002 0.095 0.125 1. Answer 001 Question 5 Modify the data from Q4, in the following way: Loan A's probability of default becomes B's probability of default also becomes 25%. Find the Value at Risk of this portfolio at the 99% confidence level (ignore the expected loss). 35 (with margin: 0 ) Question 7 Consider a portfolio of loans of three types. Loan A has Exposure at Default=100, Recovery Rate =85%, and a Probability of Default of 15%. Loan B has Exposure at Default =100, Recovery Rate =99%, and a Probability of Default of 85%. The correlation coefficient between the default events of Y and B is negative and it is equal to - 1. Find the Value at Risk of this portfolio at the 80% confidence level (ignore the expected loss)