The return on loan $1$ is R$1=6\mathrm{.}25\%,$ the risk on loan $2$ is $\backslash$sigma $2=1\mathrm{.}8233\%,$ and the return of the portfolio is Rp $=4\mathrm{.}555\%.$ Calculate of the loss given default on loans $1$ and $2,$ the proportions of loans $1$ and $2$ in the portfolio, and the risk of the portfolio, $\backslash$sigma p$,$ using Moody$$s Analytics Portfolio Manager.Suppose that an FI holds two loans with the following characteristics.