单选题
An analyst is considering two bonds: Bond A yields 7.5% , and Bond B yields 7.0%.
Using Bond B as the reference bond, the absolute yield spread and the yield ratio for Bond A are closest to:
Spread Ratio
①A. -0.5% 1.07
②B. -015% 0.93
③C. 0.5% 1.07
A. ①B. ②C. ③
【正确答案】
C
【答案解析】absolute yield spread = yield on Bond A- yield on Bond B =7.5%-7.0%=0.5%
yield ratio = Bond A yield/Bond B yield =7.5%/7.0% =1.071.