Suppose that your Fl holds two loans with the following characteristics: Loan Weight Annual Spread between Loan Rate and Fi's Cost of Funds Annual Fees Loss to Fl Given Default Expected Default Frequency 1 48% 52% 4.25% 2.75% 0.375% 0.125% 20% 12% 2.75% 1.25% 2 Correlation between loans 1 and 2 is -0.85. 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 (%).)