问题
单项选择题
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:SpreadRatio（）①A. -0.5% 1.07 ②B. -015% 0.93 ③C. 0.5% 1.07
A. ①
B. ②
C. ③
答案
参考答案：C
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.