- CFA Exams
- CFA Level I Exam
- Topic 6. Fixed Income
- Learning Module 7. Yield and Yield Spread Measures for Fixed-Rate Bonds
- Subject 3. Yield Spread Measures for Fixed-Rate Bonds and Matrix Pricing
CFA Practice Question
What is the G spread for the bond in the table below?
B. 200 basis points
C. 140 basis points
A. 120 basis points
B. 200 basis points
C. 140 basis points
Correct Answer: C
The G spread is the difference between the YTM of the Treasury and the non-treasury bonds.
User Contributed Comments 2
| User | Comment |
|---|---|
| danlan | It's not the difference between coupon rate, but the difference between YTM |
| Oarona | Thanks Danlan |