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首页>备考规划>备考FRM二级>【FRM每日一题】二级:信用风险测量与管理(7)

【FRM每日一题】二级:信用风险测量与管理(7)

发表时间:2015/11/23 13:05:29 编辑:小T 告诉小伙伴:
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[编考按]The risk-free rate on a 1-year Treasury bill (T-bill) is 3% and the implied probability of default on a 1-year zero-coupon corporate note is 3%, the promised rate of return on the corporate note is closest to...

      The risk-free rate on a 1-year Treasury bill (T-bill) is 3% and the implied probability of default on a 1-year zero-coupon corporate note is 3%, the promised rate of return on the corporate note is closest to:

     A.6.25%

     B.6.50%

     C.6.77%

     D.6.19%

     Answer: D

     The probability of default is defined as “1 - p”, and can be calculated with the following formula:

     

最新直播 课程主题: 2017年11月FRM一级Dollar roll开课时间: 09 月 21 日  |   07-30-00- 09-00-00

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