Consider two local banks bank a has 96 loans outstanding


Consider two local banks. Bank A has 96 loans? outstanding, each for $1.0 million, that it expects will be repaid today. Each loan has a 3% probability of? default, in which case the bank is not repaid anything. The chance of default is independent across all the loans. Bank B has only one loan of $96 million? outstanding, which it also expects will be repaid today. It also has a 3% probability of not being repaid. Calculate the? following:

a. The expected payoff of Bank A.

b. The expected payoff of Bank B.

c. The standard deviation of the overall payoff of Bank A.

d. The standard deviation of the overall payoff of Bank B.

a. The expected payoff of Bank A.

The expected payoff of Bank A is ?$ million. ?(Round to two decimal? places.)

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Financial Management: Consider two local banks bank a has 96 loans outstanding
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