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Basic Question 3 of 5

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

explain how the phase of the business cycle affects credit spreads and the performance of credit-sensitive fixed-income instruments;

explain how the characteristics of the markets for a company's products affect the company's credit quality;

CFA® 2025 Level II Curriculum, Volume 6, Module 37.