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Clean · 2018年09月19日

问一道题:NO.PZ2016082405000025 [ FRM II ]

问题如下图:

选项:

A.

B.

C.

D.

D选项为何是对的? 解释:

1 个答案
已采纳答案

品职答疑小助手雍 · 2018年09月19日

参考这个表格,低评级债券评级变化的概率比高评级债券高,更善变~

以CCC级举例,它坚守本心的概率只有64.86%,A级以上债券有90%概率不变

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