[单选题]

Assume the following yields for different bonds issued by a corporation:
·1-year bond: 5.50%.
·2-year bond: 6.00%.
·3-year bond: 7.00%.
If a 3-year U.S. Treasury is yielding 5%, then what is the absolute yield spread on the 3-year corporate issue?

A.0.40.

B.100 bp.

C.200 bp.

参考答案与解析:

相关试题

Assume the following corporate yield curve:<br />·1-year bond: 5.00%.<br />·2-year bond:

[单选题]Assume the following corporate yield curve:·1-year bond: 5.00%.·2-year bond

  • 查看答案
  • An analyst collects the following information regarding spot rates of interest:<br />·1-year r

    [单选题]An analyst collects the following information regarding spot rates of inter

  • 查看答案
  • An analyst is considering two bonds: Bond A yields 7.5%, and Bond B yields 7.0%. Using Bond B as the

    [单选题]An analyst is considering two bonds: Bond A yields 7.5%, and Bond B yields

  • 查看答案
  • An analyst is comparing two bonds and has collected the following data:<br />·Bond P: Nominal

    [单选题]An analyst is comparing two bonds and has collected the following data:·Bon

  • 查看答案
  • A 5-year floating-rate security was issued on January 1, 2006. The coupon rate formula was 1-year LI

    [单选题]A 5-year floating-rate security was issued on January 1, 2006. The coupon r

  • 查看答案
  • Assume a 365-day year and the following information for a company:<br /><img border="0

    [单选题]Assume a 365-day year and the following information for a company:The firm'

  • 查看答案
  • Assume a 365-day year and the following information for a company:<br /><img border="0

    [单选题]Assume a 365-day year and the following information for a company:The firm'

  • 查看答案
  • Two bonds have par values of $1,000. Bond A is a 5% annual-pay, 15-year bond priced to yield 8% as a

    [单选题]Two bonds have par values of $1,000. Bond A is a 5% annual-pay, 15-year bon

  • 查看答案
  • Which of the following 5-year bonds has the highest interest rate risk?

    [单选题]Which of the following 5-year bonds has the highest interest rate risk?A.A

  • 查看答案
  • A newly issued ten-year option-free bond is valued at par on 1 June 2005. The bond has an annual cou

    [单选题]A newly issued ten-year option-free bond is valued at par on 1 June 2005. T

  • 查看答案
  • Assume the following yields for different bonds issued by a corporation:<br />·1-year bond: 5.