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。

选择题
单项选择题