請教一個債券的問題~ - 金融分析師

※ 引述《eddit (愛迪特)》之銘言：
: 這題是在Schweser Study Notes Book 5 p.160
: Q: Bond A has an embedded option,a nominal yield spread to treasuries of 1.6%,
: a z-spread of 1.4%, and an OAS of 1.2%.
: 那麼這一個embedded option會是call or put?
: 個人以為是 call option,但是解答說是put，還麻煩大家為我解解惑^^"
: thx!

之前被我同學問過了(版上好像也有)
請愛用官方網站
http://www.schweser.com/news/notes_updates.php?show_book=Book%205

Page: 163 - Correction
The answer to #10 should be D. The fact that the OAS is less than the
zero-volatility spread for Bond A, suggests it has a call feature, not a put
feature. ( Posted: 2008-01-04)

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