题目
Loss severity is best described as the:
选项
A.default probability multiplied by the loss given default.
B.portion of a bond’s value recovered by bondholders in the event of default.
C.portion of a bond’s value, including unpaid interest, an investor loses in the event of default.
答案
C
解析
： C is correct. Loss severity is the portion of a bond’s value (including unpaid interest) an investor loses in the event of default. ： 这道题目问的是损失严重程度最好描述为: C是正确的。损失严重性是指投资者在违约情况下损失的债券价值（包括未付利息）的部分。