Question
Q15. If 30-year U.S. Treasury bonds have a YTM of 3.00% and 30-year interest rates swaps have a fixed rate of 2.875%, then so-called swap
Q15. If 30-year U.S. Treasury bonds have a YTM of 3.00% and 30-year interest rates swaps have a fixed rate of 2.875%, then so-called swap spread is
a.12.5 basis points
b.-12.5 basis points
c.287 basis points
d.-287 basis points
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Forecasting Methods And Applications
Authors: Spyros G. Makridakis, Steven C. Wheelwright, Rob J Hyndman
3rd Edition
0471532339, 9780471532330
