Suppose the estimated linear probability model used by an FI to predict business loan applicant default probabilities is PD = 0.03X1 + 0.03X2-0.04X3 + error, where X1 is the borrower's debt/equity ratio, X2 is the volatility of borrower earnings, and X3 is the borrower's profit ratio. For a particular loan applicant, X1 = 0.50, X2 = 0.80 and X3 = 0.46 (round to four decimal places). A. What is the projected probability of default for the borrower? B. What is the projected probability of repayment