魏同學(xué)
2025-05-17 19:02第一題,原文解析是If the spread is higher in the bond market than in the CDS market, it is said to be a negative basis,那么bond spread是不是題干中的450個點?
所屬:CFA Level II > Fixed Income 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Danyi助教
2025-05-19 15:41
該回答已被題主采納
同學(xué)你好,
題干中CDS的spread是450bps,If the spread is higher in the bond market than in the CDS market,證明bond spread大于450bps
