Statistics
2011-03-13 8:04 am
A bank’s profit next year will be normally distributed with a mean of 0.6% of assets and a standard deviation of 1.5% of assets. The bank’s equity is 4% of the assets. What is the probability that the bank will have a positive equity at the end of the year?
回答 (1)
2011-03-14 4:52 am
✔ 最佳答案
The bank will have a positive equity if the bank does not lose more than 4% of the assetProbability of losing more than 4% of the asset=P(X <= – 4%)=P[Z<= (–4% – 0.6%)/1.5%]=P(Z<= –3.067)= 0.001082The probability that the bank will have a positive equity = 1 – 0.001082 = 0.9989
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