[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 system, developed, currently, defaults

Flok

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

RoastBeef

2# daq1987 真是太感谢了 daq1987 你的解答很详细

Analyze_This

4# daq1987 谢谢回复，这下总算弄明白了。请问你也在考CFA吗

tango_gs

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

colin2004

为什么俺看不见呢。。。。

adjani.zhang

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？

andrewliu1990

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

fywq

解题过程