An option adjusted spread is analogous to the yield on a bond. Explain this statement.

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"An option adjusted spread is analogous to the yield on a bond." Explain this statement.

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Options Futures and Other Derivatives

ISBN: 978-0134472089

10th edition

Authors: John C. Hull

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Question Posted: Feb 12, 2018 12:33 PM

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An option adjusted spread is analogous to the yield on a bond. Explain this statement.

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A bond yield is the discount rate that causes the bonds pr...View the full answer

Options Futures and Other Derivatives

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