Question: (30 points) There are two underlying assets in an asset pool. Each has a three percent changes of failing. You own an asset that will

(30 points) There are two underlying assets in an asset pool.

(30 points) There are two underlying assets in an asset pool. Each has a three percent changes of failing. You own an asset that will pay $1 unless both assets fail. Graph the probability of your asset not paying as the correlation between the two input assets runs between -0.1 and 0.9. For what levels of correlation is your asset investment grade? (30 points) There are two underlying assets in an asset pool. Each has a three percent changes of failing. You own an asset that will pay $1 unless both assets fail. Graph the probability of your asset not paying as the correlation between the two input assets runs between -0.1 and 0.9. For what levels of correlation is your asset investment grade

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