NO.PZ2024042601000048
问题如下：
Under single-factor model, a firm has a beta of 0.40 and an unconditional default probability of 1%. If we enter a modest economic downturn, such that the value of m = -1.0, what is the conditional default probability?
选项：
A.1.0%
B.1.8%
C.2.5%
D.2.8%
解释：
结果是查表么
