Use the data in Table 2 was obtained from a portfolio containing 10 loans of equal exposure. Table 2: A portfolio containing 10 loans of equal exposure

Loan# 1 2 3 4 5 6 7 8 9 10

Exposure TSH 10 10 10 10 10 10 10 10 10 10

Default 0 0 0 1 0 1 0 0 1 0

Loss TSH 0 0 0 1 0 2 0 0 3 0

Using the data in Table 2, calculate the following:

(a) The individual loan loss given default (LGD) where applicable

(b) Portfolio loss rate

(c) Portfolio default rate

(d) Portfolio loss given default rate