NO.PZ2024042601000030
问题如下：
Suppose the hazard rate is constant and equal to 0.090. In this case, each of the following is true except which is false?
选项：
A.The unconditional one-year default probability is 8.6%
The unconditional two-year default probability is 16.5%
The probability of joint event of survival through the first year and default in the second year is 7.9%
The conditional one-year default probability, given survival through the first year, is 17.3%
解释：
The conditional one-year PD is equal to 8.6%, same as the unconditional one-year default probability.
不是算条件概率吗？
我用 16.5% = 8.6% +（1-8.6%）* d2 算出来 d2 =8.6% 这样算错在哪里了？
为啥C是对的？
