Yield Spread Between Corporate Bonds and Treasury Bonds: Impact of Investor Risk Aversion

Impact of Investor Risk Aversion

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Question

If investors become more risk averse, the yield spread between corporate bonds and Treasury bonds will:

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A. B. C. D.

A

As investors become more risk averse, they will demand more risk-free assets. Hence, thedemand for Treasury bonds will increase and that for the corporate bonds decrease. Thiswill increase the yields on corporate bonds and decrease those on Treasury bonds, thus widening the spread.