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Suppose a credit position has a correlation to the market factor of 1. What is the realized market value that is used to compute the

Suppose a credit position has a correlation to the market factor of 1. What is the realized market value that is used to compute the probability of reaching a default threshold at the 99% confidence level?

A. 0.2500.

B. 0.31215.

C. 0.5825.

D. 0.6243

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