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The Value of a Risky Bond Is Equal to the Value

Question 53

Multiple Choice

The value of a risky bond is equal to the value of


A) a call option plus the value of a default-free bond.
B) the put option plus the value of a default-free bond.
C) a default-free bond minus the value of the call option.
D) a default-free bond minus the value of the put option.
E) a default-free bond minus the value of the put plus the value of the call.

Correct Answer:

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