线性插值法怎么用相似三角形算？

问题如下：

Calculate the G-spread of the corporate bond.

选项：

0.860%

0.725%

0.950%

解释：

A is correct. The G-spread is the difference between the corporate bond YTM and a linear interpolation of the 10-year and 20-year government bond YTMs.

To calculate the approximate 12-year government rate, solve for the weights of the 10-year bond as 80% (= (20 – 12)/(20 – 10)) and the 20-year bond as 20% (or (1 – 80%), noting that (80% × 10) + (20% × 20) = 12).

The 12-year government rate is 1.94% (or (80% × 1.85%) + (20% × 2.30%)), and the difference between the corporate bond YTM and the 12-year interpolated government rate is 0.860%.