NO.PZ2023040701000018
问题如下:
The investor is curious to know whether there is one spread measure that could be used as a good indicator of the risk and liquidity of money market securities during the recent past. The most appropriate response to the investor’s question regarding a spread measure is the:
选项:
A.Z-spread.
TED spread.
MRR–OIS spread.
解释:
Correct Answer: C
The MRR–OIS spread is considered an indicator of the risk and liquidity of money market securities. This spread measures the difference between MRR and the OIS rate.
我觉得B和C都对啊,money market不是指短期吗?TED也可以反映短期的risk呀,为啥B不对?