题目
Which of the following statements is incorrect, given the following one-year rating transition matrix?「huixue_img/importSubject/1564170388630540288.png」
选项
A.BBB loans have a 4.08% chance of being upgraded in one year.
B.BB loans have a 75.73% chance of staying at BB for one year.
C.BBB loans have an 88.21% chance of being upgraded in one year.
D.BB loans have a 5.72% chance of being upgraded in one year.
答案
C
解析
The chance of BBB loans being upgrade over 1 year is 0.02%＋0.21%＋3.85%=4.08%.The chance of BB loans staying at the same rate over 1 year is 75.73%.The chance of BBB loans staying at BBB or being upgraded over 1 year is 4.08%＋84.13%=88.21%.The chance of BB loans being upgrade in one year is 0.04%＋0.08%＋ 0.33% ＋5.27%=5.72%.BBB级贷款在1年以上升级的可能性是：0.02%＋0.21%＋3.85%=4.08% BB级贷款在一年内保持相同利率的可能性是75.73%BBB级贷款在BBB停留或升级超过1年的机会是：4.08%＋84.13%=88.21% BB级贷款在一年内升级的机会是：0.04%＋0.08%＋ 0.33% ＋5.27%=5.72%.