单选题 A Treasury security carries a yield of 4.2 percent and a non-Treasury security carries a yield of 6.4 percent. Using the Treasury rate as the reference rate, which of the following statements is FALSE?

A、

A. The absolute yield spread is 2.2%.
B、

B. The yield ratio is 1.022.
C、

C. The relative yield spread is 0.524.

【正确答案】 B

【答案解析】The yield ratio is 6.4%/4.2%=1.524, or one plus the relative yield spread.