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TracyYangBing · 2018年10月26日

问一道题:NO.PZ2018062016000002 [ CFA I ]

问题如下图:

    

选项:

A.

B.

C.

解释:



我理解的是:

两个债券的风险评级不同:bond a信用好,违约的风险小,default risk premium 少;bond b信用差 ,违约风险大,default risk premium要多。

但为什么between two bonds会有risk premium产生呢?怎么理解between the two bonds?


另外问一下,default risk premium 和liquidity risk premium是一样的吗?

1 个答案

菲菲_品职助教 · 2018年10月26日

同学你好,这道题的意思是,这两个bond只有评级不同,其他都相同,所以这两个bond最有可能存在的就是default risk的这个差距。default risk premium 和liquidity risk premium不一样哦,一个是流动性风险溢价,一个是违约风险溢价,是两个概念。

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