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Question Set 2 > Suppose that an FI holds two loans with the following characteristics. ( 1 ) Calculate the return on the two -

Question Set 2>
Suppose that an FI holds two loans with the following characteristics.
(1) Calculate the return on the two-asset portfolio using Moody's Analytics Portfolio Manager (Rp).
Note: You need to estimate the return and risk of loan 1 and loan 2. i.e, estimate (R1,1) and ,(:2
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