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ziduozhixia · 2021年07月31日

题目最后一句话怎么理解

  1. CFA I
  2. Quantitative

NO.PZ2018062016000002

问题如下：

Company XYZ issues two identical bonds at the same time. Bond A is rated AAA grade while Bond B is B+ grade. The most likely risk premium between the two bonds is:

选项：

A.

maturity risk premium

B.

inflation rate

C.

default risk premium

解释：

C is correct.

AAA grade and B+ grade is the credit rating of the bonds. A bond with triple A grade is high quality bond, and a bond with B+ grade is high yield bond (or junk bond). Bond A and Bond B are similar except for the credit rating. Therefore, the most likely risk premium in this question is default risk premium.

题目最后一句话是在问这两个债券最大的相似点？
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1 个答案

星星_品职助教 · 2021年07月31日

同学你好，

可以简单理解为：这两个债券的风险差别在哪里。

由于两个债券其他情况都类似（indentical），只有信用评级有差距，所以最大的差别就在于default risk，风险更高的 Bond B有更高的default risk premium

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