Ultimate access to all questions.
Upgrade Now 🚀
Sign in to unlock AI tutor
Q-108. Calculate the standard deviation of losses for an individual loan using the formula: σi=pi−pi2(Li(1−Ri))\sigma_i = \sqrt{p_i - p_i^2(L_i(1 - R_i))}σi=pi−pi2(Li(1−Ri)) where p_i = probability of default, L_i = exposure at default, R_i = recovery rate
A
0.052341
B
0.058274
C
0.061892
D
0.06258147
