问题
单项选择题
The relative yield spread between a corporate bond yielding 5.95% and an onthe-run Treasury security yielding 5.21% is closest to:()
A. 0.74%
B. 12.44%
C. 14.20%
答案
参考答案:C
解析:
本题考查相对收益率(relative yield spread)的计算方式。relative yield spread=absolute yield spread/yield on the benchmark bond =(5.95%-5.21%)/5.21%=0.1420。