Question: Please answer all just need correct answer accept the model at the 5% significance level. a. False b. True a. 6.7% b. 19% c. 15.6%

Please answer all just need correct answer

accept the model at the 5% significance level. a. False b. True a. 6.7% b. 19% c. 15.6% d. 17% the percentage of loans that default on the portfolio. Compute the worst-case default rate, assume the copula correlation is 0.10. a. 27.08% b. 11.85% C. 2.59% d. 6.04% accept the model at the 5% significance level. a. False b. True a. 6.7% b. 19% c. 15.6% d. 17% the percentage of loans that default on the portfolio. Compute the worst-case default rate, assume the copula correlation is 0.10. a. 27.08% b. 11.85% C. 2.59% d. 6.04%

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