which 70% is currently outstanding.

NO.PZ2020033002000004 问题如下 A bank granteClient A a totcret facility of $500,000, of whi70% is currently outstanng. The client's probability of fault for the following yeis estimateto 2%, the loss given fault is 50%, anthe stanrviation of loss given fault is 30%. The unawn portion the time of fault assumes a 50% withawal. Whis the bank's best estimate of expecteanunexpectelosses (stanrviation) ? EL = $3500, UL = $55,229 B.EL = $3500, UL = $28,649 C.EL = $4250, UL = $67,064 EL = $4250, UL = $34,788 is correct.考点Risk Contribution解析AE=70%x$500,000+50%*30%*$500,000=$425,000EL=425,000*2%*50%=4250UL的公式如下UL=AE∗p×σLG+p×(1−p)×LGUL=AE\ast\sqrt{p\times\sigma_{LG^2+p\times{(1-p)}\times{LG^2}UL=AE∗p×σLG​+p×(1−p)×LG​代入公式，有UL=34,788 老师您好，我带入数值计算总是不对，请帮忙看看哪里错了UL=425000*((2%*(30%)^2+2%*98%*50%)^(1/2))其中违约概率为2%，LG准差30%，但这样计算出来是45773.90，和标准答案不对，不知道错在哪里了

NO.PZ2020033002000004 问题如下 A bank granteClient A a totcret facility of $500,000, of whi70% is currently outstanng. The client's probability of fault for the following yeis estimateto 2%, the loss given fault is 50%, anthe stanrviation of loss given fault is 30%. The unawn portion the time of fault assumes a 50% withawal. Whis the bank's best estimate of expecteanunexpectelosses (stanrviation) ? EL = $3500, UL = $55,229 B.EL = $3500, UL = $28,649 C.EL = $4250, UL = $67,064 EL = $4250, UL = $34,788 is correct.考点Risk Contribution解析AE=70%x$500,000+50%*30%*$500,000=$425,000EL=425,000*2%*50%=4250UL的公式如下UL=AE∗p×σLG+p×(1−p)×LGUL=AE\ast\sqrt{p\times\sigma_{LG^2+p\times{(1-p)}\times{LG^2}UL=AE∗p×σLG​+p×(1−p)×LG​代入公式，有UL=34,788 AE=70%x$500,000+50%*30%*$500,000=$425,000解析里这条公式为什么要两部分相加？我理解不是只计算后面那部分就可以了吗？

NO.PZ2020033002000004 问题如下 A bank granteClient A a totcret facility of $500,000, of whi70% is currently outstanng. The client's probability of fault for the following yeis estimateto 2%, the loss given fault is 50%, anthe stanrviation of loss given fault is 30%. The unawn portion the time of fault assumes a 50% withawal. Whis the bank's best estimate of expecteanunexpectelosses (stanrviation) ? EL = $3500, UL = $55,229 B.EL = $3500, UL = $28,649 C.EL = $4250, UL = $67,064 EL = $4250, UL = $34,788 is correct.考点Risk Contribution解析AE=70%x$500,000+50%*30%*$500,000=$425,000EL=425,000*2%*50%=4250UL的公式如下UL=AE∗p×σLG+p×(1−p)×LGUL=AE\ast\sqrt{p\times\sigma_{LG^2+p\times{(1-p)}\times{LG^2}UL=AE∗p×σLG​+p×(1−p)×LG​代入公式，有UL=34,788

NO.PZ2020033002000004 这道题我在算出el后，用wcl（我认为最大损失的（也就是所有敞口ea）减去el，得出ul，这样错在哪里？