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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).

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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 (R2,2) first, and then estimate portfolio return and portfolio risk

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