NO.PZ2015120601000008
问题如下：
An analyst developed two scenarios with respect to the recovery of $100,000 principal from defaulted loans:
The amount of the expected recovery is closest to:
选项：
A.$36,400.
B.$55,600.
C.$63,600.
解释：
C is correct.
If Scenario 1 occurs, the expected recovery is 60% ($50,000) + 40% ($30,000) = $42,000, and if Scenario 2 occurs, the expected recovery is 90% ($80,000) + 10%($60,000) = $78,000.
Weighting by the probability of each scenario, the expected recovery is 40%($42,000) + 60%($78,000) = $63,600.
Alternatively, first calculating the probability of each amount occurring, the expected recovery is (40%)(60%)($50,000) + (40%)(40%)($30,000) + (60%)(90%)($80,000) + (60%)(10%)($60,000) = $63,600.
这道题考察加权平均计算均值（expected recovery），权重为概率。
①首先算出scenario 1中的加权平均值为50,000×60%+30,000×40%=42,000；
同理scenario 2中加权平均值为80,000×90%+60,000×10%=78,000.
②然后再将scenario1 &2做加权平均，
42,000×40%+78,000×60%=63,600，选择B选项。
40%*60%*50000+40%*40%*30000+60%*90%*80000+60%*10%*20000
但是算出来结果和正确答案不一样
我想问下，老师上课讲例题时，算出概率的方法是用前一个条件发生的概率乘以回收金额发生的概率，但是为什么这道题就直接用回收金额乘以给出的发生概率来计算呢？ 是我理解错了吗？
