Problem 5: Consider a company which borrow 10bn yen from a bank. In their plan, the company will return 11bn yen in 5 years at once, where for simplicity we assume that the interest rate is zero. The possibility that the company goes bankrupt by 5 years after is 20%. And, the recovery rate is a random variable which follows the uniform distribution on [0,1], where the recovery rate and the default indicator are independent of each other. (i) Calculate expected loss. (ii) Calculate unexpected loss