NO.PZ2023041102000012
问题如下:
Bergman recommends that AIM should increase holdings in the country that offers the highest real interest rate according to the international Fisher effect. He presents the data in Exhibit 2 for conducting the analysis.
If Bergman's recommendation is followed, AIM will most likely increase its holdings in Country:
选项:
A.Z. B.Y. C.X.解释:
Country Z has the highest real interest rate according to the International Fisher effect. The Fisher effect breaks down the nominal interest rate (i) in a given country into two parts: (1) the real interest rate in that particular country (r) and (2) the expected inflation rate (πɛ) in that country.
i = r + πɛ, where i = Current nominal interest rate and πɛ = Expected inflation rate.
根据国际费雪效应,Z国的实际利率最高。费雪效应将一国的名义利率(i)分解为两部分:
(1)该国的实际利率(r)
(2)该国的预期通货膨胀率(πɛ)。
i = r + π,其中i =当前名义利率,π =预期通货膨胀率。
计算结果如上表所示。
老师上课讲的是这样的,是乘法来计算的