Lisa Li · 2020年05月13日
* 问题详情，请 查看题干
问题如下：
Which of Petit’s observations about the three BBB rated bonds is most likely correct?
选项：
A. Observation
1
B. Observation 2
C. Observation 3
解释：
C is correct.
The OAS for Bond 2 is close to the bond’s other spread levels and thus indicates that there is little embedded optionality in the bond. As a result, Bond 2 is most likely not callable.
請問其他兩個選項只是亂湊出來的嗎？有辦法從題目給定的條件看出來是否錯誤呢？
NO.PZ201812020100001003 Observation 2 Observation 3 C is correct. The Ofor Bon2 is close to the bons other sprelevels anthus incates ththere is little embeeoptionality in the bon a result, Bon2 is most likely not callable. C 也可能是non putable呀。
两者都是BBB，两者的OAS理论上应该相等，但是发现bon3的OAS更大，所以Bon3相对被低估，所以bon3更好？
请问这道题在讲义的什么位置？
C里边如果是不不含权的 为什么不是oas=zsprea
