李同學(xué)
2019-03-14 18:0311.單選題 已收藏 標(biāo)記 糾錯(cuò) A 6% annual coupon corporate bond with two years remaining to maturity is trading at a price of 100.009. The two-year, 4% annual payment government benchmark bond is trading at a price of 100.750. The one-year and two-year government spot rates are 2.10% and 3.635%, respectively, stated as effective annual rates. Which of the following is the G-spread, the spread between the yields-to-maturity on the corporate bond and the government bond having the same maturity. A 220.5 bps B 239 bps C 241.8 bps 查看解析 上一題 提交試卷 ?正確答案B 您的答案A本題平均正確率：85% ?Yield spread難度：一般 推薦： ? ? ? ? ? 答案解析 The yield-to-maturity for the corporate bond is 5.9951%. PV=100.009, N=2, PMT=6, FV=100, r=5.9951 The yield-to-maturity for the government benchmark bond is 3.605%. PV=100.750, N=2, PMT=4, FV=100, r=3.605 The G-spread is 232.7 bps: 0.05995 – 0.03605 = 0.0239. 問：G-spread來比較公司債和國債的YTM差了多少，一般都是比較期限相同的么？向這道題都是2年，還是期限不同也可以拿來比較（因?yàn)槲乙呀?jīng)換算成YTM了 而這道題只是剛巧兩個(gè)都是2年）？
所屬：CFA Level I 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個(gè)回答
Sherry Xie助教
2019-03-15 09:51
該回答已被題主采納
一定要用相同的期限來比較。
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