4) (20 points) There are two underlying assets in an investment pool. Each has a 4% chance of defaulting. If an asset does not default it pays $1. If it defaults, it pays $0. These assets have some degree of correlation with each other. Financial engineers create a product that pays $1 if either of the two assets pays, 0 otherwise. Graph the probability of this asset paying as the correlation between the two underlying assets goes from 0.1 to 0.9. 4) (20 points) There are two underlying assets in an investment pool. Each has a 4% chance of defaulting. If an asset does not default it pays $1. If it defaults, it pays $0. These assets have some degree of correlation with each other. Financial engineers create a product that pays $1 if either of the two assets pays, 0 otherwise. Graph the probability of this asset paying as the correlation between the two underlying assets goes from 0.1 to 0.9