- What should be the answer for question 100? I’m confused between option A and D. Could someone please explain this.
rishabh18Advanced
Spread risk and default intensity
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Technically saying, all the options are among the parameters that affect the impact of a spread change. Without additional context or information, it is not possible to determine which parameter is not among those that affect the impact of a spread change. The sentence provided suggests that all four parameters listed could potentially affect the impact of a spread change on a bond’s value.