NO.PZ2024042601000112
问题如下：
A bank has the following single name credit default swap contractswith a counterparty, with each contract maturing on March 31 of the maturityyear.
The bank isconcerned with the counterparty’s default risk and wants to reduce itsexposure. It uses trade compression for all possible trades, what is theresulting coupon of the compressed trades in basis points? (Important)
选项：
A.
200
B.
250
C.
375
D.
650
解释：
第一笔交易占比40/5
第二笔交易占比-25/5
第三笔交易占比-10/5
因此coupon最后是200*40/5-150*25/5-325*10/5=200
占比除以五是什么意思
