李同学2019-03-13 18:34:20

04.单选题 已收藏 标记 纠错 In using matrix pricing to estimate the required yield spread on a newly-issued corporate bond, we choose what kind of rate as benchmark rate? A YTM on a corporate bond with similar credit risk and time to maturity. B YTM on a government bond with a similar time to maturity. C coupon rate on a government bond with a similar time to maturity. 查看解析 上一题 提交试卷 正确答案B 您的答案A本题平均正确率：47% Matrix pricing;难度：一般 推荐：      答案解析 The benchmark rate is the yield to maturity on a government bond with the same, or similar, time to maturity. 问：是不是用我图中的原理来估 x公司的 ytm的？等于还是相似三角形？但是横轴的时间周期不好解释，还是您解释一下把？