About the barclays capital liquidity cost score

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Which of the following statement(s) is (are) correct about the Barclays Capital Liquidity Cost Score (LCS)? I. The higher the LCS the better since there would be more liquidity. II. The LCS is interpreted as the roundtrip cost as percent of the bond s value of immediately executing a standard institutional transaction. III. If a credit-risky bond has a spread duration of 5 and a bid-ask spread of 20 basis points, then the LCS is 2%. a) I only b) II only c) I and III only d) All of the above statements are true e) None of the above

Reference no: EM131347665

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