o11011195

19.10.2021 • 

Mathematics

Analyst, Peter Smith, evaluates a fixed income portfolio. There are two bonds in the portfolio, bond A and bond B. He projects that probability of bond A downgrading on its rating is 60% within a year. The probability of bond B upgrading is 20%. Assume that a bond rating will either upgrade or downgrade within a year. The rating changes of both bonds are independent. Required:
Compute the probability of both bond A and bond B upgrading on their ratings.

Ответ:

mathsux6600

01.04.2020

Mathematics

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Y = 3/4x because it’s passes through the origin which means there is no “b”

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