IN USING MATRIX PRICING TO ESTIMATE THE REQUIRED YIELD SPREAD ON...

102. - MOCK AND SAMPLE EXAMS CFA LEVEL I MOCK EXAM AFTERNOON VERSIONB QUESTIONS 2014

MOCK AND SAMPLE EXAMS CFA LEVEL I MOCK EXAM AFTERNOON VERSIONB QUESTIONS 2014

Nội dung
Đáp án tham khảo

102. In using matrix pricing to estimate the required yield spread on a new corporate bond issue, the

benchmark rate used is most likely to be the:

A. coupon rate on a government bond with a similar time to maturity.

B. yield to maturity on a corporate bond with similar credit risk and time to maturity.

C. yield to maturity on a government bond with a similar time to maturity.