Financial Risk Manager Part 1
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Q-102. Which of the following statements about credit migration probabilities is correct?
A
The chance of BBB loans being upgraded over 1 year is 4.08%
B
The chance of BB loans staying at the same rate over 1 year is 75.73%
C
88.21% represents the chance of BBB loans staying at BBB or being upgraded over 1 year
D
The chance of BB loans being downgraded over 1 year is 5.72%