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Katherine · 2024年03月11日

为啥B不对?

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.

B.

TED spread.

C.

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?

1 个答案

品职答疑小助手雍 · 2024年03月11日

同学你好,直接结合讲义里的板书来看,TED还包含了CR,本题主要问的还是LR,所以C比B好。

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