老师，这道题画图法是怎么画的呢？谢谢

问题如下：

A portfolio manager is assessing whether the 1-year probability of default of a longevity bond issued by a life insurance company is uncorrelated with returns of the equity market. The portfolio manager creates the following probability matrix based on 1-year probabilities from the preliminary research:

Given the information in the table, what is the probability that the longevity bond defaults in 1 year given that the market decreases by 20% over 1 year?

选项：

A.

3%

B.

4%

C.

7.89%

D.

10.53%

解释：

中文解析：

利用贝叶斯公式来计算：

A=bond default

B = 20% decrease in market returns

利用题目给出的表格可以得知：

𝑃[𝐴 ∩ 𝐵] = 3%

𝑃[𝐵] = 35% + 3% = 38%

即可计算出答案：

Using Bayes’ theorem, let A = bond default and let B = 20% decrease in market returns. Then we must solve:

Using the values from the table, we have 𝑃[𝐴 ∩ 𝐵] = 3% and 𝑃[𝐵] = 35% + 3% =38%.. Thus,