小編導(dǎo)讀：您還會(huì)為FRM考試感到煩惱嗎？高頓網(wǎng)校精品題庫(kù)，包含歷年真題，模擬試題等題型，題題結(jié)合考試大綱貼近考試考點(diǎn)。堅(jiān)持每天做題練習(xí)，一定可以提升備考效果，為贏取屬于自己的美好明天加油吧！馬上開始練習(xí) >>>
　　Consider two portfolios. One with USD 100 million credit exposure to a single B-rated counterparty. The second with Euro 100 million on credit exposure split evenly between 50 B-rated counterparties. Assume that default probabilities and recovery rates are the same for all B-rated counterparties. Which of the following statements is not wrong?
　　A.       The expected loss of the first portfolio is greater than the expected loss of the second portfolio and the unexpected loss of the first portfolio is greater than the unexpected loss of the second portfolio.
　　B.        The expected loss of the first portfolio is greater than the expected loss of the second portfolio and the unexpected loss of the first portfolio is equal to the unexpected loss of the second portfolio.
　　C.        The expected loss of the first portfolio is equal to the expected loss of the second portfolio and the unexpected loss of the first portfolio is equal to the unexpected loss of the second portfolio.
　　D.       The expected loss of the first portfolio is equal to the expected loss of the second portfolio and the unexpected loss of the first portfolio is greater than the unexpected loss of the second portfolio.
　　Answer: D
　　Unexpected loss is the volatility of the expected loss. Therefore, there is diversified effect.