NO.PZ2023120801000050
问题如下：
The G-spread in basis points(bps) on the U.K. corporate bond is closest to:
Both bonds pay
interest annually. The current three-year EUR interest rate swap benchmark is
2.12%.
选项：
A.
264 bps
B.
285 bps
C.
300 bps
解释：
Correct Answer: B
Yield-to-maturity
on the U.K. corporate bond:
Yield-to-maturity
on the U.K. government benchmark:
The G-spread is 476-191=285 bps
题目中这个2.12%是多余的条件吗？
