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Basic Question 3 of 13
At 15% interest rate volatility the OAS for a callable bond is 20 bps. Which one is the MOST LIKELY OAS at 10% interest rate volatility?
B. 20 bps
C. 25 bps
A. 15 bps
B. 20 bps
C. 25 bps
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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
Learning Outcome Statements
explain the calculation and use of option-adjusted spreads;
explain how interest rate volatility affects option-adjusted spreads;
CFA® 2025 Level II Curriculum, Volume 4, Module 28.