Which of the following is true Select one: a. The Gaussian copula model assumes that defaults, conditional on the value of a factor, are independent. b. The Gaussian copula model transforms the time to default for a company to a normally distributed variable. c. The Gaussian copula model assumes that the defaults of different companies are independent. d. None of the choices. Question 11 ot yet answered Marked out of 3.00 p Flag question Assume that the expected number of defaults in a bank's portfolio has a gamma distribution with mean of 6 and standard deviation of 4 . What is the probability of getting 6 defaults in that portfolio? Select one: a. 7.20% b. 8.17% c. 5.46% d. 10.94%