Assume the same information as in the previous question . (2) Calculate the risk on the twoasset portfolio using Moody's Analytics Portfolio Manager (0p)- Please do not round any intermediate work. Convert your answer to percentage format. Enter your answer rounded to 2 decimals, and without any units. So, for example, if your answer is 3.4567%, then just enter 3 .46. E Question 10 1 pts Suppose that an Fl holds two loans with the following characteristics. Annual Spread between Loss to F1 Expected Loan Rate and Fl's Annual Given Default Loan if; Cost of Funds Fees Default F uen l 0.60 5.0% 2.0% 25% 3% 912 = -0.25 2 0.40 4.5 1.5 20 2 (1) Calculate the return on the twoasset portfolio using Moody's Analytics Portfolio Manager (RP). Note: You need to estimate the return and risk of loan I and loan 2. i.e, estimate (R1, 0;} and (R2, 0;) rst, and then estimate portfolio return ana'porgroiio risk. Please do n_ot round any intermediate work. Convert your answer to percentage format. Enter your answer rounded to 2 decimals, and without any units. So, for example, if your answer is 3.435159%, thenjust enter 3 .46. %