题目
An analyst developed two scenarios with respect to the recovery of $100,000 principal from defaulted loans:「huixue_img/importSubject/1564548692130795520.png」The amount of the expected recovery is closest to:
选项
A.$36,400.
B.$63,600.
C.$81,600.
答案
B
解析
： B is correct. If Scenario 1 occurs, the expected recovery is 60% ($50,000)40% ($30,000) = $42,000, and if Scenario 2 occurs, the expected recovery is 90% ($80,000)10%($60,000) = $78,000. Weighting by the probability of each scenario, the expected recovery is 40%($42,000)60%($78,000) = $63,600. Alternatively, first calculating the probability of each amount occurring, the expected recovery is (40%)(60%)($50,000)(40%)(40%)($30,000)(60%)(90%)($80,000)(60%)(10%)($60,000) = $63,600. ： B正确。 如果发生场景1，预期的恢复是60%($50,000)40%($30,000)= $42,000，如果发生场景2，预期的恢复是90%($80,000)10%($60,000)= $78,000。按照每种情况的概率进行加权，预期复苏为40%(42,000美元)60%(78,000美元)= 63,600美元。 或者，首先计算每个金额发生的概率，预期回收率为(40%)(60%)($50,000)(40%)(40%)($30,000)(60%)(90%)($80,000)(60%)(10%)($60,000)= $63,600。