问题
单项选择题
Carmelo Anthony, CFA, is a mining analyst for East Bank Securities. Anthony estimates the following information about a mining company he covers:
Conditions | Probability |
P(Ratings upgrade) | 0.60 |
P(Company issues new debt) | 0.50 |
P(Ratings upgrade, given the company issue new debt) | 0.84 |
A. 0.24
B. 0.34
C. 0.36
答案
参考答案:C
解析:
根据条件概率公式:P(AB)=P(A|B)×P(B),以及下面的关系式:公司评级上升概率=假定公司发行新债券时使得公司评级上升概率+假定公司不发行新债券时使得公司评级上升概率,可得公司不发行新债券时,评级上升的概率如下:(0.60-0.84×0.50)/(1-0.50)=0.36。