这题

问题如下：

If the three-month T-bill rate drops and the MRR rate remains the same, the relevant TED spread:

选项：

A.

increases.

B.

decreases

C.

does not change

解释：

A is correct.

The TED spread is the difference between the three-month MRR and the three-month Treasury bill rate. If the T-bill rate falls and MRR does not change, the TED spread will increase.

考点：TED spread

TED spread是三个月MRR利率与三个月T-bill 收益率之间的差值。如果T-bill 收益率下降而MRR没有变化，TED价差将会增加。