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Basic Question 1 of 11

According to the option analogy, the probability that the debt defaults at time T is equal to the probability that:

A. The asset's value falls below the present value of the debt at time t.
B. The asset's value falls below the face value of the debt at time T.
C. The asset's value becomes zero or less.

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You have a wonderful website and definitely should take some credit for your members' outstanding grades.
Colin Sampaleanu

Colin Sampaleanu

Learning Outcome Statements

explain structural and reduced-form models of corporate credit risk, including assumptions, strengths, and weaknesses;

CFA® 2025 Level II Curriculum, Volume 4, Module 29.