The way the problem was worded on the exam mentioned nothing about the loss=
es=2E =20=
If we assume losses stay the same then after a simple calculation we see=20=
the=20=
new strategy is better=2E If, on the other hand, losses increase proportio=
nately=20=
(which makes sense since the company would have more exposures of the same=20=
quality) then the new strategy is not better=2E How did you solve this pro=
blem? =20=
Do you think the problem was ambiguous since they mentioned nothing about t=
he=20=
losses?
Steve
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