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    tài liệu về lượng modile 4

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    2 views1 page

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    © CFA Institute. For candidate use only. Not for distribution.

    Practice Problems 151

    PRACTICE PROBLEMS
    1. An analyst developed two scenarios with respect to the recovery of USD100,000
    principal from defaulted loans:

    Probability of Amount Recovered Probability of Amount


    Scenario Scenario (%) (USD) (%)

    1 40 50,000 60
    30,000 40
    2 60 80,000 90
    60,000 10

    The amount of the expected recovery is closest to which of the following?


    A. USD36,400.

    B. USD55,000.

    C. USD63,600.

    2. The probability distribution for a company’s sales is:

    Probability Sales (USD, millions)

    0.05 70
    0.70 40
    0.25 25

    The standard deviation of sales is closest to which of the following?


    A. USD9.81 million.

    B. USD12.20 million.

    C. USD32.40 million.

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