问题如下：
Crew Andserson, CFA, wants to find the G-spread for a corporate bond. The corporate bond has a maturity of 5 years and its coupon rate is 6.5%. The issue price of the corporate bond is $99.17. He finds a 5-year US government bond with a coupon rate of 3.5% as the benchmark. The government bond's issue price is $92.56. Assume for both of the bonds, the coupon is paid annually.
Please calculate G-spread in basis points:
选项：
A.95 bps
B.147 bps
C.123 bps
解释：
B is correct.
First calculate the YTM of the 5-year US government bond:
92.56=3.5/(1+r)+3.5/(1+r)2+3.5/(1+r)3+ 3.5/(1+r)4+ 103.5/(1+r)5
r=523 bps
then calculate the YTM of the US corporate bond:
99.17=6.5/(1+r)+6.5/(1+r)2+6.5/(1+r)3+ 6.5/(1+r)4+ 106.5/(1+r)5
r=670 bps
G-spread=670-523=147 bps.
这一题不是太理解，麻烦讲解一下
