What is the credit spread of the gme bond

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The current yield of the GME bond equals 9.67%, whereas the current yield of the 2-year T-note with a 1% coupon rate is 0.87% and the current yield of the 2-year Treasury STRIPS are 0.89%. What is the credit spread of the GME bond rounded to the nearest basis point?

Reference no: EM133116904

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