4.3k views
3 votes
You have conducted a quantitative risk analysis to protect a key company asset. You identify the following values: Asset value = $400, Exposure Factor = 75%, Annualized rate of occurrence = .25. What is the Annualized Loss Expectancy (ALE)?

User Sujatha
by
8.2k points

1 Answer

2 votes

Final answer:

The expected profit after one year for an investment in stock with given probabilities for different outcomes is $150. This is calculated using the expected value formula, taking into account the chances of the stock being worthless, retaining its initial value, or increasing in value.

Step-by-step explanation:

To calculate the expected profit after one year for an investment in stock, we can use the expected value formula, which in this scenario is a weighted average of all possible outcomes.

The given probabilities are: a 35% chance of the stock being worthless, a 60% chance of the stock retaining its value, and a 5% chance of the stock increasing in value by $10,000.

The expected profit E(X) is calculated as follows:

  • For the loss of all invested money (stock is worthless): (-$1,000) × 0.35 = -$350
  • For no profit and no loss (stock retains value): $0 × 0.60 = $0
  • For an increase in stock value by $10,000: $10,000 × 0.05 = $500

The sum of these gives us the expected profit: E(X) = -$350 + $0 + $500 = $150.

Therefore, the expected profit after one year, given the specified probabilities, is $150.

User Amal Antony
by
7.9k points