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johnny · 2019年08月25日

问一道题：NO.PZ2018062016000002

  1. CFA I
  2. Quantitative

问题如下图：

    

选项：

A.

B.

C.

解释：

本题是同一家公司发行的两只债券，难道不先考虑期限带来的风险溢价吗？


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Olive_品职助教 · 2019年08月26日

同学你好，题目说是2只identical bonds，但是题目信息又给出了两个债券评级不同，所以首先想到的应该是default risk premium。加油！

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