【FRM每日一题】二级:信用风险测量与管理(6)
备考FRM二级 | 2015-11-16
A company has a constant 7% per year probability of default. What is the probability the company will be in default in three years?
A. 7%
B. 19.6%
C. 21%
D. 22.5%
Answer: B
The probability that the firm will be in default in three years = 1- (1-0.07)3 = 19.6%
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