是只有risk-free bond内含inflation？

NO.PZ2015121801000137

问题如下：

An analyst observes the following historic geometric returns:

The risk premium for equities is closest to:

选项：

5.4%.

5.5%.

5.6%.

解释：

A is correct. (1 + 0.080)/(1 + 0.0250) – 1 = 5.4%

同上，corporate bonds和equity这些都是不含inflation的吧？

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Kiko_品职助教 · 2022年08月21日

嗨，爱思考的PZer你好：

都是包含的。所以不需要考虑inflation的因素了。

这道题是Treasury bills的利率里包含了通货膨胀的因素。risk-free bond也分real 和nominal的。

（1+nominal risk-free rate）=（1+real risk-free rate）*（1+inflation）

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努力的时光都是限量版，加油！

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是只有risk-free bond内含inflation？

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