[单选题]

Which of the following statements about option-adjusted spread and nominal spread is most accurate?

A.Option-adjusted spread will equal nominal spread if the option favors the investor.

B.Option-adjusted spread will be greater than nominal spread if the option favors the issuer.

C.The longer the deferred call period,the closer the value of the option-adjusted spread will be to the value of the nominal spread.

参考答案与解析: