Products & Risks第 5 / 125 题

A corporate bond with a 6% coupon is currently trading at a price of 95 (a discount). Compared with the coupon rate, the bond's current yield and yield to maturity will be:

a.Both lower than the coupon
b.Current yield lower, yield to maturity higher
c.Both equal to the coupon
d.Both higher than the coupon

解析

When a bond trades at a discount, its current yield and yield to maturity both exceed the coupon rate, and the yield to maturity is the highest of the three measures because it also captures the gain from par redemption. The ordering at a discount is coupon < current yield < YTM.

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