Try but don't know these definitions

来源: 于 2007-04-11 12:35:44 [博客] [旧帖] [给我悄悄话] 本文已被阅读：次

Default loss probability =
1 - (18/28*2%*35% + 10/28*6%*65*) =
1-(0.0045 + 0.0139) =
98%

So D should be the closest answer.