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Which of the following is true Question 9 options: 1) The Gaussian copula model assumes that the defaults of different companies are independent. 2) The

Which of the following is true

Question 9 options:

1)

The Gaussian copula model assumes that the defaults of different companies are independent.

2)

The Gaussian copula model assumes that defaults, conditional on the value of a factor , are independent.

3)

The Gaussian copula model assumes that the number of defaults is normally distributed.

4)

None of the above.

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