NO.PZ2024042601000049
问题如下：
1.1 The default correlation under a single-factor credit model is 4.9%. Both credits have the same individual default probabilities of 2%. The joint default probability is characterizes by a bivariate standard normal distribution. Below listed the asset correlations implied by various joint default probabilities. What is the implied asset correlation?
选项：
A.0.1
B.0.15
C.0.2
D.0.25
解释：
麻烦讲一下
