hard · Debt Capital Markets

An issuer has two outstanding bonds: a 4-year bond at Z+120 bps and a 6-year bond at Z+150 bps. The issuer wants to price a new 5-year bond.

Using linear interpolation for the fair value and assuming a new-issue concession of 10 bps, what is the expected reoffer spread?

  1. 145 bps
  2. 140 bps
  3. 160 bps
  4. 135 bps

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