Posted by: Pdfprep
Post Date: October 27, 2020
The following information pertains to bonds:
Further following information is available about a particular bond ‘Bond F’
There is a 10.25% risky bond with a maturity of 2.25% year(s) its current price is INR105.31, which corresponds to YTM of 9.22%. The following are the benchmark YTMs.
Compute interpolated spread for Bond F based on the information provided in the vignette:
A . 1.64%
B . 0.43%
C . 0.61%
D . 1.46%
Answer: A
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