When the projects are put in the sa

When the projects are put in the same portfolio, the loss distribution is as follows:
• Loss of £10 million on portfolio 1 and loss of £1 million on portfolio 2 = 0.02 * 0.98 =
0.0196
• Loss of £10 million on portfolio 1 and loss of £10 million on portfolio 2 = 0.02 * 0.02 =
0.0004
• Loss of £1 million on portfolio 1 and loss of £10 million on portfolio 2 = 0.98 * 0.02 =
0.0196
• Loss of £1 million on portfolio 1 and loss of £1 million on portfolio 2 = 0.98 * 0.98 =
0.9604

結果 (中文) 1:

当项目放在相同的投资组合时，损失分布如下:• 英镑 1000 万组合 1 和丧失英镑 100 万组合 2 = 0.02 * 0.98 =0.0196• 英镑 1000 万组合 1 和丧失 £ 1000 万组合 2 = 0.02 * 0.02 =0.0004• 英镑 100 万组合 1 和丧失 £ 1000 万组合 2 = 0.98 * 0.02 =0.0196• 英镑 100 万组合 1 和丧失英镑 100 万组合 2 = 0.98 * 0.98 =0.9604

結果 (中文) 2:

当被放在同一个组合项目，损失分布情况如下
：• 投资组合损失£10亿的投资组合1和£1百万损失2 = 0.02 * 0.98 =
0.0196
的投资组合1•亏损1000万美元£和£10亿的投资组合损失2 = 0.02 * 0.02 =
0.0004
的组合•损失£1亿的投资组合1和1000万£亏损2 = 0.98 * 0.02 =
0.0196
投资组合1和损失•损失£1百万1£万元投资2 = 0.98 * 0.98 =
0.9604

結果 (中文) 3:

当项目都放在同一个组合的损失分布如下：
•损失£1000万组合1和100万组合£2 = 0.02 * 0.98 = 0.0196

•损失£1000万组合1和1000万组合£2 = 0.02 * 0.02 = 0.0004

•损失£100万组合1和1000万组合£2 = 0.98 * 0.02 = 0.0196

损失损失损失•损失£100万组合1和100万组合£2 = 0.98 * 0.98 = 0.9604
损失