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AIWMI Exam CCRA-L2 Topic 8 Question 100 Discussion

Actual exam question for AIWMI's CCRA-L2 exam
Question #: 100
Topic #: 8
[All CCRA-L2 Questions]

Mr. A shares details of two bonds as follows:

Determine the interpolated spread for Bond X and Bond Y?

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Suggested Answer: B

by Rosita at Sep 19, 2024, 08:14 AM

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Julieta
6 months ago
I'm feeling confident about A. A spread of 80 bps for Bond X and a negative spread for Bond Y? Now that's what I call a spicy meatball!
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Renea
5 months ago
Definitely, A is the way to go. The spread for Bond X being 80 bps is quite impressive.
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Madonna
6 months ago
I agree, A seems like the most logical choice. The spread for Bond X is significantly higher than Bond Y.
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Herminia
6 months ago
I think A is the correct answer. Bond X with 80 bps spread and Bond Y with a negative spread is quite interesting.
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Jin
6 months ago
Nah, I'm going with C. A negative spread for Bond Y? That just doesn't make sense to me.
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Tu
6 months ago
Haha, I bet the answer is D. Wouldn't it be hilarious if both bonds had the same spread? That would be too easy!
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Lezlie
7 months ago
Hmm, I think the answer is B. Interpolating the spreads for Bond X and Bond Y seems like a straightforward calculation based on the information provided.
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Dino
5 months ago
Yes, B is the correct answer. Bond X has a spread of 35 bps and Bond Y has a spread of 5 bps.
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Vallie
6 months ago
I think you're right. Bond X has a lower spread than Bond Y, so B makes sense.
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Keneth
6 months ago
Great job! The interpolated spread for Bond X is 35 bps and for Bond Y is 5 bps.
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Lawrence
6 months ago
I agree, the answer is B. Bond X has a spread of 35 bps and Bond Y has a spread of 5 bps.
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Chauncey
6 months ago
So, the interpolated spread for Bond X and Bond Y is indeed 35 bps and 5 bps respectively.
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Samira
6 months ago
That's correct. Bond X's spread is 35 bps and Bond Y's spread is 5 bps.
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Fernanda
6 months ago
I agree, the answer is B. Bond X has a spread of 35 bps and Bond Y has a spread of 5 bps.
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Hortencia
7 months ago
I'm not sure, but I think the interpolated spread for Bond X could be 80 bps and for Bond Y could be negative.
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Chantay
7 months ago
I agree with Laurene, the spread for Bond X seems to be around 65 bps based on the data provided.
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Laurene
7 months ago
I think the interpolated spread for Bond X is 65 bps and for Bond Y is Nil.
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