有一道题是这样说的 If the default probability for an A-rated company over a three-year period is 0.3%, the most likely probability of default fro this company over a six-year period is:
A 0.3%
B between 0.3% and 0.6%
C 0.6%
D greater than 0.6%
答案是D 我选的B
我觉得这是一道求cumulative probability的题用 1-(1-0.3%)(1-0.3%)=0.5991%
不知道我哪理解错了