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[CFA入门] 请教达人一道关于 概率 的问题, 大家都可以进来看看

M. Atwood, an analyst, has developed a scoring system for bonds and found that if the score from a bond is less than 20%, there is 85%probability that it will default within five years. If a bond’s score is greater than or equal to 20, there is only a 40% chance that it will default within five years. Given that a randomly chosen bond currently has a 25% probability of a score less than 20, what is the probability that a bond that defaults within the next five years had a score of 20 or higher?

参考答案是:58.5%.  


小弟不才,谢谢达人帮忙。。。。。。 这题为什么不是直接 75%*40%=30%


稍后我会发详细的参考解题步骤

2# daq1987 真是太感谢了 daq1987 你的解答很详细

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4# daq1987 谢谢回复,这下总算弄明白了。请问你也在考CFA吗

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恩,不过是准备今年年底的。6月没准备好,所以不敢随便尝试。嘿嘿

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为什么俺看不见呢。。。。

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楼主的理解:
未来5年中, 分值>=20的债券有多少比例违约?

题目的意图:
未来5年中, 违约的债券有多少比例为分值>=20的债券?

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ez, 30%(>=20% default)/51.25%(all default)=58.5%

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解题过程

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