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Basic Question 2 of 14

The Z spread is the constant spread that is added to ______.

A. the G spread curve
B. the benchmark spot curve
C. the benchmark yield curve

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I passed! I did not get a chance to tell you before the exam - but your site was excellent. I will definitely take it next year for Level II.
Tamara Schultz

Tamara Schultz

Learning Outcome Statements

compare, calculate, and interpret yield and yield spread measures for fixed-rate bonds

CFA® 2024 Level I Curriculum, Volume 4, Module 7.