The difference between Z-spread and nominal spread
The difference between Z-spread and nominal spread will most likely be the most significant for a:
A. Treasury security with short maturity in a flat yield curve environment
B. zero coupon Treasury security.
C. mortgage-backed security in a steep upward-sloping yield curve environment
参考解答
456***102
2024-11-17 14:46:37
Ans:C
The difference between the Z-spread and the nominal spread is greater for issues in which the principal is repaid over time rather than only at maturity. Therefore B is incorrect.
In addition, the difference between the Z-spread and the nominal spread is greater in a steep yield curve environment. Therefore, B is incorrect and C is the correct answer.
相似问题
All else being the same the difference between th
All else being the same, the difference between the Z-spread and the nominal spread for a non-Treasury security will be gre
关于会计法律制度与会计职业道德区别的表述中 正确的有( )A.会计法律制度是成文条例 会计职业道德的
关于会计法律制度与会计职业道德区别的表述中，正确的有( )A 会计法律制度是成文条例，会计职业道德的表现形式有成文的规定也有不成文的规范B 会计法律
If the price of a U.S. Treasury security is higher
If the price of a U S Treasury security is higher than its arbitrage-free value, an arbitrage profit can be generated by:A
Tina Mo a fixed income analyst is asked to value
Tina Mo, a fixed income analyst, is asked to value a single, default-free cash flow of $60,000 She is given the informati
华龙公司系增值税一般纳税人 2011年8月份发生的部分经济业务如下：(1)“发料凭证汇总表”显示 当
华龙公司系增值税一般纳税人，2011年8月份发生的部分经济业务如下：(1)“发料凭证汇总表”显示，当月生产车间共领1、华龙公司系增值税一般纳税人，适用的
