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Basic Question 0 of 3
An issuer with zero default probability and a 50% of recovery rate should have a credit spread of ______.
B. 50 basis points
C. 100 basis points
A. zero
B. 50 basis points
C. 100 basis points
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You have a wonderful website and definitely should take some credit for your members' outstanding grades.
Colin Sampaleanu
Learning Outcome Statements
contrast absolute and relative valuation models and describe examples of each type of model;
describe sum-of-the-parts valuation and conglomerate discounts;
explain broad criteria for choosing an appropriate approach for valuing a given company.
CFA® 2025 Level II Curriculum, Volume 3, Module 20.