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Basic Question 9 of 9

A debt issuer may be upgraded or downgraded next year, and its credit spread may become smaller or bigger, affecting the value of the bond. "Typically", credit spread migration is likely to ______ the expected value on the bond.

A. reduce
B. not change
C. increase

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I just wanted to share the good news that I passed CFA Level I!!! Thank you for your help - I think the online question bank helped cut the clutter and made a positive difference.
Edward Liu

Edward Liu

Learning Outcome Statements

explain credit scores and credit ratings;

calculate the expected return on a bond given transition in its credit rating;

CFA® 2025 Level II Curriculum, Volume 4, Module 29.