2009年MOCK:101. The zero-volatility spread (Z-spread) is a measure of the spread off:
答案是A
A. all points on the spot curve.
B. all points on the Treasury yield curve.
C. one point on the Treasury yield curve.
2008年MOCK :101. The zero-volatility spread (Z-spread) is a measure of the spread off:
大答案是C
A. all points on the spot curve.
B. one point on the spot curve.
C. all points on the Treasury yield curve.
D. one point on the Treasury yield curve.