Question
1. Which of the following is most relevant for the price of a single name credit derivative? A. The underlying reference company's borrowing cost for
1.Which of the following ismostrelevant for the price of a single name credit derivative?
A.The underlying reference company's borrowing cost for a comparablematurity
B.The shape of the company's zero coupon credit spreadcurve
C.The shape of the zero coupon curve for applicable risk freesecurities
D.The outright level of interestrates
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Fundamentals Of Investing
Authors: Scott B. Smart, Lawrence J. Gitman, Michael D. Joehnk
13th Edition
978-0134083308, 013408330X
