Suppose that an FI holds two loans with the following characteristics. Annual Spread between Loan Rate and FI's Cost of Funds Loan X 1 0.60 2 0.40 5.0% 4.5 Annual Fees 2.0% 1.5 Loss to FI Given Default 25% 20 Expected Default Frequency 3% 2 P12 = -0.25 (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 (R, 01) and (R, 02) first, and then estimate portfolio return and portfolio risk. Assume the same information as in the previous question . (2) Calculate the risk on the two-asset portfolio using Moody's Analytics Portfolio Manager (op). Please do not round any intermediate work. Convert your answer to percentage format. Enter your answer rounded to 2 decimals, and without any units. So, for example, if your answer is 3.4566%, then just enter 3.46. Suppose that an FI holds two loans with the following characteristics. Annual Spread between Loan Rate and FI's Cost of Funds Loan X 1 0.60 2 0.40 5.0% 4.5 Annual Fees 2.0% 1.5 Loss to FI Given Default 25% 20 Expected Default Frequency 3% 2 P12 = -0.25 (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 (R, 01) and (R, 02) first, and then estimate portfolio return and portfolio risk. Assume the same information as in the previous question . (2) Calculate the risk on the two-asset portfolio using Moody's Analytics Portfolio Manager (op). Please do not round any intermediate work. Convert your answer to percentage format. Enter your answer rounded to 2 decimals, and without any units. So, for example, if your answer is 3.4566%, then just enter 3.46