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　3.      Handbook，p596，24.5这个题目不是很理解，感觉不是严密，求解
　　EXAMPLE 24.5：CREDIT VAR FOR ONE BOND
　　A risk analyst is trying to estimate the credit VAR for a risky bond. The credit VAR is defined as the maximum unexpected loss at a confidence level of 99.9% over a one-month horizon. Assume that the bond is valued at $1,000,000 one month forward, and the one-year cumulative default probability is 2% for this bond. What is the best estimate of the credit VAR for the bond, assuming no recovery?
　　A.     $20,000
　　B.     $1,682
　　C.     $998,318
　　D.     $0
　　Answer: C
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