The following information pertains to bonds:

Posted by: Pdfprep Category: CCRA-L2 Tags: , ,

The following information pertains to bonds:

Further following information is available about a particular bond ‘Bond F’

There is a 10.25% risky bond with a maturity of 2.25% year(s) its current price is INR105.31, which corresponds to YTM of 9.22%. The following are the benchmark YTMs.

Compute interpolated spread for Bond F based on the information provided in the vignette:
A . 1.64%
B . 0.43%
C . 0.61%
D . 1.46%

Answer: A

Leave a Reply

Your email address will not be published.