问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
为什么不选A呢？
Whiof the following statements is correregarng spremeasures? The yielspreani-spreare equif the benchmark yielcurve is flat. The z-spre= Ofor callable bon. The z-spremust usefor mortgage-backesecurities (MBS). The C spreis useonly with corporate bon. A If the yielcurve is flat, there is no neefor interpolation. Therefore, yielspre= i-sprea z-spre> Ofor callable bon. Omust usefor MBS. C measures the cret risk from any security with positive probability of fault inclung sovereign anmunicipbon. 这些sprea在ppt 那一页讲的？
解析中 ，为什么 OAS是用于MBS?
