If the amount lost per dollar on a defaulted loan is $13\mathrm{.}5$ percent, then a bank that does not permit the loss of a loan to exceed $2\mathrm{.}5$ percent of its bank capital should set its concentration limit $($as a percentage of capital$)$ to

a$.$

$19\mathrm{.}44\%$

b$.$

$36\mathrm{.}11\%$

c$.$

$173\mathrm{.}00\%$

d$.$

$18\mathrm{.}52\%$

e$.$

$27\mathrm{.}00\%$