单选题
编号:2686044
1. Assume the following corporate yield curve:
·1-year bond: 5.00%.
·2-year bond: 6.00%.
·3-year bond: 7.00%.
If a 3-year U.S. Treasury yielding 6% is the benchmark bond, the relative yield spread on the 3-year corporate is:
- A.16.67%.
- B.1.167.
- C.14.28%.