Financial Risk Manager Part 2
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Suppose the hazard rate is constant and equal to 0.090. In this case, each of the following is true except which is false?
Suppose the hazard rate is constant and equal to 0.090. In this case, each of the following is true except which is false?
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A
The unconditional one-year default probability is 8.6%
B
The unconditional two-year default probability is 16.5%
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