问题如下图:
选项:
A.
B.
C.
D.
解释:
老师,请问可以解释一下什么是spread duration吗?
NO.PZ2019052801000105问题如下 With respeto fault risk and cret sprerisk, the ratings of bonrating agencies suMoo’s provi information concerning: fault risk only. cret sprerisk only. both fault risk ancret sprerisk. neither fault risk nor cret sprerisk. A is correct. Bonrating agencies issue ratings baseon the fault risk of the issue. Cret sprerisk is terminespread ration. 讲义中提到“Yielspreover treasury bon correlate highly with ratings”,意思不就是说yielsprea影响评级吗?反向关系,spre越大,评级越低。但是本题不选cret sprerisk 的原因是不是因为,这个risk 主要受宏观经济因素影响,所以反过来评级机构评级并不参考这个spread
With respeto fault risk ancret sprerisk, the ratings of bonrating agencies suMoo’s provi information concerning: fault risk only. cret sprerisk only. both fault risk ancret sprerisk. neither fault risk nor cret sprerisk. A is correct. Bonrating agencies issue ratings baseon the fault risk of the issue. Cret sprerisk is terminespreration. 请问这道题目对应的PPT在哪一页