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Moody's Analytics Is a Model That

Question 34

Multiple Choice

Moody's Analytics is a model that:


A) was developed by the KMV Corporation and now owned and operated by Moody's.
B) measures the expected return on a loan to a borrower, the risk of a loan to a borrower and the correlation of default risks between loans made to a borrower and other borrowers.
C) seeks to estimate an efficient frontier for loans.
D) All of the listed options are correct.

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