NO.PZ2022123001000010
问题如下:
In a falling nominal interest rate environment, the inflation rate is rising. Liquidity risk premium and maturity risk premium have no change. What would the real interest rate be like ?
选项:
A.No change. B.Increasing. C.Decreasing.解释:
Nominal risk-free rate = real risk-free rate + expected inflation rate
nominal interest rate is decreasing and expected inflation rate is increasing.So the real interest rate is decreasing.
题目哪里反映名义利率降低了?