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The question is asking for the probability of default
default probability =p =0.2
no default probability =q =1p =0.8
0 bond default probability = (.2)^5(.8)^0=0.0003
1 bond default probability = (.2)^4(.8)^1=0.0013
correct me if my understanding is not right |
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发表于 2013-4-17 18:12
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