Ban A and B only Question 19 4 pts A US investor is thinking of buying a 5y Canadian bond as it yields 175 bps higher than the corresponding by US bond. The investor has a horizon of 3 months, and the duration of the bonds is 4.2 for the Canadian bond and 3.9 for the US bond. How much would the spread between the yields of the US and Canadian bonds have to change in bps for the investor to be better off having purchased the US bonds