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Hello i really need some help with this question from SD-2020- AFM Question 1 (b)(ii)
i dont understand how do we get the annual yield curve of4.56% with government annual yield curve of 4% and credit spread of 56 and so on….
Hope i can get reply ! Thank you and stay safe !
Credit spreads are quoted in basis points (which are equal to 0.01%).
So if the yield curve is 4% and the credit spread is 56, then the rate is 4% + 0.56% = 4.56%
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