Assuming a constant default probability per year and a constant loss given default, for a simplified reduced form model, and given the following information about a bond:

Face value $762$

Time to maturity $1$

Default intensity $(\%)2\mathrm{.}1$

Loss given default $(\%)43$

Price of $1$ year risk free zero coupon bond $($per $$)0\mathrm{.}96$

What is the expected loss on the bond?