Which of the following statements is CORRECT?Select one:O a. In the Moody's Analytics model, the loss given default increases when the recovery rate increases.O b. In the loan volume-based models, the loan concentration measure is equal to zero, when the financial institution invests an equal share in all the loan categories.O c. In the loan volume-based models, a higher loan concentration measure indicates that the loan portfolio of the financial institution is close to the market portfolio.O d. None of the other statements is correct.