题目
The following table from Fitch Ratings shows the number of rated issuers migrating between two ratings categories during one year.「huixue_img/importSubject/1564170388919947264.jpeg」Based on this information, what is the probability that an issue with a rating of A at the beginning of the year will be downgraded by the end of the year?
选项
A.13.46%
B.13.44%
C.9.62%
D.3.85%
答案
C
解析
Downgrade case: A→BBB, A→DefaultProbability(A→BBB) = 2/52Probability(A→Default) = 3/52The total probability = 5/52 = 9.62%这道题的计算过程如下：Downgrade case: A→BBB, A→Default Probability(A→BBB) = 2/52 Probability(A→Default) = 3/52 The total probability = 5/52 = 9.62%