问题如下图:
选项:
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解释:
题目里说PD=8% for an extended period of time, Statement II 为什么可以直接认为这是一年的PD?
An. analyst hnoteththe fault frequenin the pharmaceuticinstry hbeen constant 8% for extenperioof time. Baseon this information, whiof the following statements is most likely correfor a ranmly selectefirm following a Bernoulli stribution? I. The cumulative probability tha ranmly selectefirm in the pharmaceuticinstry will fault is constant. II. The probability ththe firm survives for the next 6 years without fault is approximately 60%. I only. II only. Both I anII. Neither I nor II. B Statement I is false because the cumulative probability of fault increases (i.e., even the highest ratecompanies will eventually fail over a long enough perio. Statement II is true sinthe probability the firm survives over the next 6 years without fault is: (1 - 0.08)6 = 60.6% 请问第二问可以用连续复利来计算吗?e^(-8%*6)≈61.8%
不大明白statement I,能一下具体考点是什么吗?
第二问问的是survivrate,为什么要直接将fault rate六次方呢?难道不应该(1-8%)再6次方么?