Actually, I was wrong about the definition

来源: 2526 于 2007-04-11 14:38:44 [] [博客] [旧帖] [给我悄悄话] 阅读数 : 0 (296 bytes)
回答: Try but don't know these definitions 由 2526 于 2007-04-11 12:35:44

My answer is for the recovery probability as 98%, the default loss probability should then be 2%.

If the multiple answer choice are for the dollar amount, it's easier as just applying $18M on 2%*(1-35%) plus $10M on 6%*(1-35%). The final answer should be 0.516, or the choice should be C.

所有跟帖： 

• 这次对了，给个A-吧。 -小小石头- ♂ 给 小小石头 发送悄悄话 (0 bytes) () 04/11/2007 postreply 15:15:41

• wow, 你也有错的时候，哈哈 -britannica- ♀ 给 britannica 发送悄悄话 britannica 的博客首页 (18 bytes) () 04/11/2007 postreply 23:23:17

• Of course. Hey what do you cheap these days? Ha-ha -2526- ♂ 给 2526 发送悄悄话 2526 的博客首页 (0 bytes) () 04/12/2007 postreply 13:53:25

• Hey, Cheap, I just didn't know the definition, but -2526- ♂ 给 2526 发送悄悄话 2526 的博客首页 (91 bytes) () 04/12/2007 postreply 13:55:17

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