想问个细节

NO.PZ2022122601000063

问题如下：

Minglu Li is an analyst for REDD and specializes in the consumer credit industry. Last year (2012), Li and her team gathered data to determine the expected return for the industry, shown in Exhibit 1.

After considering a number of approaches, Li and her team decided to use the bond-yield-plus-risk-premium method. Based on Exhibit 1 and the method used by Li's team, the expected return for the consumer credit industry in 2012 was closest to:

选项：

A.12.4% B.12.2% C.12.8%

解释：

Correct Answer: B

The bond-yield-plus-risk-premium method sets the expected return to the yield to maturity on along-term government bond plus the equity risk premium (12.2% = 3.8% + 8.4%).

中文解析：

债券收益+风险溢价法是指长期政府债券到期时的预期收益率加上股票风险溢价(12.2% = 3.8% + 8.4%)。

问个细节：这里的longterm rate = 2.3什么情况下用的到呢？

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笛子_品职助教 · 2024年01月27日

嗨，努力学习的PZer你好：

问个细节：这里的longterm rate = 2.3什么情况下用的到呢？

Hello，亲爱的同学~

这里的 long - term real rate，一般在这种类型的题目里，是用不到的。

我们使用10- year 名义利率就可以了。

这里的 long - term real rate之所以不适用，是因为 long - term不明确。

而且也要使用名义利率，而不能使用real 利率。

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