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alina · 2019年11月08日

问一道题:NO.PZ2015120601000008 [ 2020.06 CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

能翻译一下这道题的题干吗?看不太懂
1 个答案

星星_品职助教 · 2019年11月09日

同学你好,

这道题的意思是有一笔总金额为100,000的贷款,在两种情况下可能违约,概率分别为40%和60% (表格中“probability of Scenario”列)。每种情况下又对应着两种一旦违约可以收回本金的回收金额(amount received)与对应的概率(probability of amount)。最后要求预计一共可以收回多少本金。

其实本质就是一个给定概率求均值的问题。也就是根据概率求加权平均。把每种情况下回收的本金与对应的概率相乘后相加即可,加油。

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