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Both bonds pay interest annually. The current benchmark for the 3-year EUR interest rate swap is 2.12%. What is the G-spread in basis points for

Both bonds pay interest annually. The current benchmark for the 3-year EUR interest rate swap is 2.12%.

 What is the G-spread in basis points for UK corporate bonds?

 

bond uk government referral bonus uk corporate bonds coupon(%) 2.00 5.00 time to maturity 3 years 3 years precio 100.25 100.65

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