Suppose that an FI holds two loans with the following characteristics.

(1) Calculate the return on the two-asset portfolio using Moodys Analytics Portfolio Manager (R_p).

Note: You need to estimate the return and risk of loan 1 and loan 2. i.e, estimate (R₁, ₁) and (R₂, ₂) first, and then estimate portfolio return and portfolio risk.

(2) Calculate the risk on the two-asset portfolio using Moodys Analytics Portfolio Manager (_p).

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 3.4567%, then just enter 3.46.