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32.5 Is (a) isnt it?

i can't remember the exact number but it might be Cum PD3 10.xx- CumPD2 x.xx or kind of some thing like that.... :> I hope we got correct answer.. i made too much mistake in this exam..:<

theoretically, defalut probability in 3 years = cumulative default prob in 3 years - cumulative defualt prob in 2 years.. i use this equation...

thank you.. do you happen to know is there any Q about credit enhacement...or kind of.."which one is not efficient for enhancement..? i chose (d) because it said about buy call option. but i know we should buy put option to make enhancement. i couldn't find this Q in this forum..

i have a question about liquidity duration. when i calculated eack stock's LDuration it says 4.4444 and 5.6...kind of. i was confused whether the answer was 5days or 10days. The answer is 10day ( just sum of duration assuming they will sell stock step by step.)> Or 5day ( approximately...

i have a question for M&A Arbitrage. what i remeber is A will acquire B they will exchange B holders who hold 20$ three stocks of B with 58$ A Stock the answer is simply buying targeted firm and sell acquiring firm? or considering price convergence 58 =/ 20*3 buy firm A stock and sell B stock