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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 Moodys Analytics Portfolio Manager (R

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 (Rp).

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

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