A和B为什么错了

NO.PZ2023032703000067

问题如下：

Which of the following statements about credit spread measures is most accurate?

选项：

The DM is the yield spread over the MRR established upon issuance to compensate investors for assuming an issuer’s credit risk.

The Z-DM will be above the DM if the MRR is expected to remain constant over time.

The yield spread for a corporate bond will be equal to the G-spread if the government benchmark yield curve is flat.

解释：

C is correct. The yield spread is the simple difference between a bond’s all-in YTM and a current on-the-run government bond of similar maturity, while the G-spread is an interpolation of government benchmark yields. If the government bond yield curve is flat, these two measures will equal one another.

A和B为什么错了

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NO.PZ2023032703000067 问题如下 Whiof the following statements about cret spremeasures is most accurate? A.The is the yielspreover the MRR establisheupon issuanto compensate investors for assuming issuer’s cret risk. B.The Z- will above the if the MRR is expecteto remain constant over time. C.The yielsprefor a corporate bonwill equto the G-spreif the government benchmark yielcurve is flat. C is correct. The yielspreis the simple fferenbetween a bons all-in YTM ana current on-the-run government bonof similmaturity, while the G-spreis interpolation of government benchmark yiel. If the government bonyielcurve is flat, these two measures will equone another. AThe is the yielspreover the MRR establisheupon issuanto compensate investors for assuming issuer’s cret risk.【怎么错了？讲义上就是spreover MRR】BThe Z- will above the if the MRR is expecteto remain constant over time.【不懂，讲义上只写了要用forwarMRR】CThe yielsprefor a corporate bonwill equto the G-spreif the government benchmark yielcurve is flat.【yielspre和Gspre有什么区别呢？公式上看都差不多，怎么理解interpolate 题干所指的yielcurve flat怎么理解？】

2024-01-07 19:12 3 · 回答