Use the following information for questions 1 and 2 Expected Return 12 percent 15 percent 18 percent Standard Deviation 1 percent 2 percent 3 percent Borrower Rating Loan Amount $40 million $20 million $30 million 1. What is the financial institution's expected return on its loan portfolio? A. 15.00 percent. ca.qdyul XI 0.2223( . Is)t(o.3323xo1 14.617 C. 12.00 percent. d4.yy2 14.67 percent. E. 13.33 percent. 22.22 33 What is the risk (standard deviation of returns) on the bank's loan portfolio if loan returns are uncorrelated ( = 0)? A. 1.41 percent. B. 1.63 percent. C. 0.93 percent. D. 3.57 percent. 2. 1.18 percent