9. 承第 8 題，該債券價格隱含的信用價差(credit spread)為何？
(A)13%
(B)14%
(C)15%
(D)16%

答案：登入後查看
統計： A(2), B(5), C(10), D(2), E(0) #2197549

詳解 (共 2 筆)

#4255534

(不確定，供參)

(100-80)/80 = 25%
25%-10% = 15%

1
0
#5589188
信用價差=報酬率-無風險利率

= (100/80-1 )- 0.1 = 0.15
0
0