信用评级上升,流动性也会相应提高,这样的话B选项错在哪里呀?谢谢
问题如下图:
选项:
A.
B.
C.
解释:
NO.PZ2016031001000133 问题如下 A manufacturing company receives a ratings upgra anthe priincreases on its fixerate bon The priincrease wmost likely causea(n): A.crease in the bons cret sprea B.increase in the bons liquity sprea C.increase of the bons unrlying benchmark rate. A is correct.The priincrease wmost likely causea crease in the bons cret sprea The ratings upgra most likely reflects a lower expecteprobability of fault anor a greater level of recovery of assets if fault occurs. The crease in cret risk results in a smaller cret sprea The increase in the bonprireflects a crease in the yielto maturity e to a smaller cret sprea The change in the bonpriwnot e to a change in liquity risk or increase in the benchmark rate. 考点Cret anLiquity Sprea析Acret sprea即信用溢价。sprea在折现率中,cret sprea降低使得折现率变小,债券价格就会上升。因此A正确。Bliquity sprea即流动性溢价。sprea在折现率中,liquity sprea增加使得折现率变大,债券价格就会下降。因此B不正确。Cbenchmark rate的增加使得分母变大,债券价格下降,因此C不正确。 评级提高,债券信用也会提高,sprea该增加不是?
NO.PZ2016031001000133 这道题price上升(卖的贵了)是不是这个债券的coupon-rate就会下降?
请问一下题目里的fixerate bon不是应该改成floaterate bonfixerate bon有sprea吧?谢谢!
老师你好,这道题目考察的知识点怎么理解呢,谢谢解答