How to find risk contingency reserve?

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Attach, is one of the MCQ from exam-engine, I want to know how the answer was calculated. The subject is related to `risk assessment and controls selection. enter image description here

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Find the expected value of Impact $(I)$ to get the surplus capital.

$E[I] = \sum_{i}p_iI_i = p_AI_A + p_BI_B + \ldots, p_EI_E$