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Basic Question 17 of 20

For a 10-year corporate bond the probability of default is estimated to be 2%. The expected recovery rate in the event of default is 70%. What is the expected loss?

A. 1.4%
B. 0.6%
C. 0.686

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I am using your study notes and I know of at least 5 other friends of mine who used it and passed the exam last Dec. Keep up your great work!
Barnes

Barnes

Learning Outcome Statements

describe credit risk and its components, probability of default and loss given default

CFA® 2024 Level I Curriculum, Volume 4, Module 14.