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What your spread above 3 month LIBOR
Dear Ledies and Gentlemen! If you were to issue a fixed-rate quarterly coupon 5 year bond having spread 175 bps above a Treasury yielding 115 bps, and then feeling a horror of an interest rates fall decided to engage into a swap agreement as a fixed rate reciever and float rate payer at 40 bps over the same Treasury under the same terms as the bond, what’s your spread over 3 month LIBOR of 30 bps?
135
141
176
Thank you. |
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发表于 2013-4-28 07:20
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