hard · Private Credit & Debt

A 'Direct Lending' fund is evaluated against a 'Broadly Syndicated Loan' (BSL) benchmark. The fund's gross yield is 11.5%, while the BSL index yield is 8.7%.

After accounting for a 0.8% difference in credit losses, what is the estimated 'Illiquidity Premium' being earned by the fund?

  1. 0.0%
  2. 2.0%
  3. 2.8%
  4. 1.2%

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