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
Using the total probability rule, given the company does not issue new debt, the probability of a rating upgrade is closest to:()

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。

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