- 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
Which spread CAN NOT be based on a specific benchmark rate or on a rate interpolated from the benchmark yield curve?
B. Z spread
C. I spread
A. G spread
B. Z spread
C. I spread
Correct Answer: B
User Contributed Comments 1
User | Comment |
---|---|
walterli | ased on spot curve - B |