NO.PZ2023120801000051
问题如下:
An analyst is analyzing a three-year, 2.25% annual coupon bond issued by QWE Company. Currently, the bond’s yield-to-maturity is 2.707%. The government spot rates are presented in the table.
If the price of the QWE bond is 98.70% of par, its Z-spread (in basis points) is closest to:
选项:
A.80
B.82
C.87
解释:
Correct Answer: B
Z = 0.0082
这个可以按计算器吗