单选题 Bond A has a yield of 8.75 percent. Bond B, the reference bond, has a yield of 7.45 percent. The risk-free rate of return is 3.50 percent. Assuming both bonds have the same maturity, the relative yield spread is closest to:

A、

A. 1.30.
B、

B. 0.17.
C、

C. 1.17.

【正确答案】 B

【答案解析】Relative yield spread = absolute yield spread/yield on reference bond Relative yield spread = (8.75%-7.45%)/7.45% =0.17.