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Basic Question 12 of 13

Bond A and B have similar characteristics and credit quality. The OAS for A is 10bps and the OSA for B is 20 bps. Which bond is likely to be overpriced if other things are assumed to be equal?

A. Bond A
B. Bond B
C. We cannot draw a conclusion based on OAS.

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I am using your study notes and I know of at least 5 other friends of mine who used it and passed the exam last Dec. Keep up your great work!
Barnes

Barnes

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.