Suppose that your FI holds two loans with the following characteristics: Loan Weight Annual Spread between Loan Rate and Fi's Cost of Funds Annual Fees Loss to FI Given Default Expected Default Frequency 1 30% 5.75% 0.25% 35% 4.5% 2 70% 3.25% 0.125% 25% 1.25% Correlation between loans 1 and 2 is -0.8. You are required to use Moody's Analytics Portfolio Manager. The return and risk of loan 1 are % and %, respectively. (Round your answers to 2 decimal places. Do not include the percentage sign (%).) The return and risk of loan 2 are % and %, respectively. (Round your answers to 2 decimal places. Do not include the percentage sign (%).) The return and risk of the portfolio are % and %, respectively. (Round your answers to 2 decimal places. Do not include the percentage sign (%).)