Question #32
Reading: Reading 27 Valuation and Analysis of Bonds With Embedded Options
PDF File: Reading 27 Valuation and Analysis of Bonds With Embedded Options.pdf
Page: 9
Status: Correct
Correct Answer: A
Question
Generally speaking, an analyst would like the option adjusted spread (OAS) to be large, controlling for:
Answer Choices:
A. Credit and liquidity risk
B. Credit, liquidity and option risk
C. Option risk
No explanation available for this question.