问一道题：NO.PZ2016082406000011

A portfolio of bonds consists of five bonds whose default correlation is zero. The one-year probabilities of default of the bonds are: 1%, 2%, 5%, 10%, and 15%. What is the one-year probability of no default within the portfolio?

选项：

71%

67%

85%

99%

解释：

ANSWER: A

Because the events are independent, the joint probability is given by the product ${(1-p_1)}{(1-p_2)}{(1-p_3)}{(1-p_4)}{(1-p_5)}={(1-1\%)}{(1-2\%)}{(1\text{ }-\text{ }5\%)}{(1\text{ }-\text{ }10\%)}{(1-20\%)}=70.51\%.$

老师你好，这道题的答案解析有误

应该是

(1−1%)(1−2%)(1 − 5%)(1 − 10%)(1−15%)=70.51%.

吧？

谢谢