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The Yield to Maturity on a Corporate Bond (one issued by a corporation) is comprised of (i) the Risk Free Rate on an similar-______________ Government Treasury Bond + (ii) the __________________ of the Corporation based on it's credit ratings?

A. Duration; Credit Spread
B. Duration; Risk Free Rate
C. Duration; Market Risk
D. Maturity; Market Risk

User Vinod
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Final answer:

The Yield to Maturity on a Corporate Bond is derived from the sum of the Risk-Free Rate of a similar-maturity Government Treasury Bond and the corporation's credit spread, which is influenced by credit ratings. The correct answer is 'A. Duration; Credit Spread'.

Step-by-step explanation:

The Yield to Maturity (YTM) on a Corporate Bond is comprised of (i) the Risk-Free Rate on a similar-maturity Government Treasury Bond + (ii) the credit spread of the Corporation based on its credit ratings. Therefore, the correct answer is A. Duration; Credit Spread.

When considering the YTM, the Risk-Free Rate represents the return on investments with no risk of financial loss, which is typically associated with government treasury bonds. The credit spread reflects the additional risk of lending to a corporation versus the federal government. Corporate bonds usually offer a higher interest rate to compensate investors for the higher risk of default when compared to U.S. government bonds. A strong credit rating, such as AAA, suggests a lower risk of default, hence affecting the bond's yield.

User Danil Speransky
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