问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
请问选项三是如何判断出来UL较EL增速快呢？谢谢
fine unexpecteloss (UL) the stanrviation of losses anexpecteloss (EL) the average loss. Further fine LGloss given fault, anE the expectefault frequency. Whiof the following statements hols) true? I. EL increases linearly with increasing E. II. EL is often higher thUL. III. With increasing E, UL increases a mufaster rate thEL. IV. The lower the LG the higher the percentage loss for both the EL anUL. I only I anII I anIII II anIV ANSWER: C Equation: E(CL)=E(n)E(LG=NpE(LGE{(CL)}=E{(n)}E{(LG}=NpE{(LG}E(CL)=E(n)E(LG=NpE(LGshows thEL increases linearly with p, so answer I. is correct. Answer II. is not correct, certainly for concentrateportfolios. Equation: σ(CL)=p×σ2(LG+p×(1−p)×[E(LG]2\sigma{(CL)}=\sqrt{p\times\sigma^2{(LG}+p\times{(1-p)}\times{\lbraE{(LG}\rbrack}^2}σ(CL)=p×σ2(LG+p×(1−p)×[E(LG]2 shows thUL increases faster thEL linearly with p, so answer III. is correct. Finally, Answer II. is incorrect, higher (not lower) LGwoulleto higher cret losses. 你好请问III应该怎么理解，为什么一单位P上升UL比EL提升多
fine unexpecteloss (UL) the stanrviation of losses anexpecteloss (EL) the average loss. Further fine LGloss given fault, anE the expectefault frequency. Whiof the following statements hols) true? I. EL increases linearly with increasing E. II. EL is often higher thUL. III. With increasing E, UL increases a mufaster rate thEL. IV. The lower the LG the higher the percentage loss for both the EL anUL. I only I anII I anIII II anIV ANSWER: C Equation: E(CL)=E(n)E(LG=NpE(LGE{(CL)}=E{(n)}E{(LG}=NpE{(LG}E(CL)=E(n)E(LG=NpE(LGshows thEL increases linearly with p, so answer I. is correct. Answer II. is not correct, certainly for concentrateportfolios. Equation: σ(CL)=p×σ2(LG+p×(1−p)×[E(LG]2\sigma{(CL)}=\sqrt{p\times\sigma^2{(LG}+p\times{(1-p)}\times{\lbraE{(LG}\rbrack}^2}σ(CL)=p×σ2(LG+p×(1−p)×[E(LG]2 shows thUL increases faster thEL linearly with p, so answer III. is correct. Finally, Answer II. is incorrect, higher (not lower) LGwoulleto higher cret losses. 请问III如何理解
fine unexpecteloss (UL) the stanrviation of losses anexpecteloss (EL) the average loss. Further fine LGloss given fault, anE the expectefault frequency. Whiof the following statements hols) true? I. EL increases linearly with increasing E. II. EL is often higher thUL. III. With increasing E, UL increases a mufaster rate thEL. IV. The lower the LG the higher the percentage loss for both the EL anUL. I only I anII I anIII II anIV ANSWER: C Equation: E(CL)=E(n)E(LG=NpE(LGE{(CL)}=E{(n)}E{(LG}=NpE{(LG}E(CL)=E(n)E(LG=NpE(LGshows thEL increases linearly with p, so answer I. is correct. Answer II. is not correct, certainly for concentrateportfolios. Equation: σ(CL)=p×σ2(LG+p×(1−p)×[E(LG]2\sigma{(CL)}=\sqrt{p\times\sigma^2{(LG}+p\times{(1-p)}\times{\lbraE{(LG}\rbrack}^2}σ(CL)=p×σ2(LG+p×(1−p)×[E(LG]2 shows thUL increases faster thEL linearly with p, so answer III. is correct. Finally, Answer II. is incorrect, higher (not lower) LGwoulleto higher cret losses. 老师4 错哪里了
I anII I anIII II anIV ANSWER: C Equation: E(CL)=E(n)E(LG=NpE(LGE{(CL)}=E{(n)}E{(LG}=NpE{(LG}E(CL)=E(n)E(LG=NpE(LGshows thEL increases linearly with p, so answer I. is correct. Answer II. is not correct, certainly for concentrateportfolios. Equation: σ(CL)=p×σ2(LG+p×(1−p)×[E(LG]2\sigma{(CL)}=\sqrt{p\times\sigma^2{(LG}+p\times{(1-p)}\times{\lbraE{(LG}\rbrack}^2}σ(CL)=p×σ2(LG+p×(1−p)×[E(LG]2 shows thUL increases faster thEL linearly with p, so answer III. is correct. Finally, Answer II. is incorrect, higher (not lower) LGwoulleto higher cret losses.老师，这个E指的是什么？
fine unexpecteloss (UL) the stanrviation of losses anexpecteloss (EL) the average loss. Further fine LGloss given fault, anE the expectefault frequency. Whiof the following statements hols) true? I. EL increases linearly with increasing E. II. EL is often higher thUL. III. With increasing E, UL increases a mufaster rate thEL. IV. The lower the LG the higher the percentage loss for both the EL anUL. I only I anII I anIII II anIV ANSWER: C Equation: E(CL)=E(n)E(LG=NpE(LGE{(CL)}=E{(n)}E{(LG}=NpE{(LG}E(CL)=E(n)E(LG=NpE(LGshows thEL increases linearly with p, so answer I. is correct. Answer II. is not correct, certainly for concentrateportfolios. Equation: σ(CL)=p×σ2(LG+p×(1−p)×[E(LG]2\sigma{(CL)}=\sqrt{p\times\sigma^2{(LG}+p\times{(1-p)}\times{\lbraE{(LG}\rbrack}^2}σ(CL)=p×σ2(LG+p×(1−p)×[E(LG]2 shows thUL increases faster thEL linearly with p, so answer III. is correct. Finally, Answer II. is incorrect, higher (not lower) LGwoulleto higher cret losses. E(CL)=E(n)E(LG=NpE(LG 老师，这个式子没有看懂可以一下吗？谢谢
