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How do I find the default risk premium given corporate and municipal bonds?
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Can you tell me how to calculate the DRP on the Corporate bonds? Info that I have follows: 5 Year Treasury note 5% interest rate 5 year Corporate bond (high quality) 6% interest rate 5 Year Corporate Bond (low quality) 8% interest rate Thanks for the help! Kathy
Default Risk Premium on a corp bond
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10 yr T-bond w/yield of 6.2%; 10 yr Corp bond yields 8.5%. The maturity risk premium on all 10 yr bonds is 1.3%, and corp bonds have a 0.4% liquidity premium vs. zero liquidity premium for T-bonds. What is the default risk premium on the corp bond? Not sure how to factor in the liquidity... View more questions Search
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