NO.PZ2023091701000122
问题如下:
A credit analyst covers a portfolio of 10 bonds that are all currently rated investment grade. Under the company's portfolio investment guidelines, no more than two bonds in the portfolio may be rated non-investment grade. The analyst has estimated that each bond has a 20% probability of being downgraded to non-investment grade over the following year and each downgrade is independent of other downgrades. What is the estimated probability that more than two bonds in the portfolio will be rated non-investment grade at the end of next year?
选项:
A.32.2%B.37.6% C.62.3% D.67.8%
解释:
老师您好,我想确认一下关于more than 和 at least 的算法。
如果题目是more than 2, 那就是p>2, 1- (p=0) - (p=1) - (p=2)
如果题目是at least 2, 那就是p>= 2, 1- (p=0) - (p=1)
这样对吗?