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Vincent, Y.K. LIU · 2019年04月07日

问一道题:NO.PZ2018091701000021 [ CFA II ]

问题如下图:

选项:

A.

B.

C.

解释:

老师表格中间最右边那一项是什么意思呀?

1 个答案
已采纳答案

Wendy_品职助教 · 2019年04月07日

real GDP增长率的波动,这道题中没有涉及到。

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NO.PZ2018091701000021问题如下The ta in the following table is obtaineanalyst using historicinformation: The Analyst also manages to observe ththe sprebetween the five-yefault-free nominbonanthe fault-free rezero-coupon bonin Country C is 2.35%, whiof the following statement is correct?A.expecterate of inflation is less th2.35%.B.expecterate of inflation is larger th2.35%.C.expecterate of inflation is equto 2.35%.A is correct.考点Breakeven inflation rates (BEI)解析the fferenbetween the fault-free nominbonanthe fault-free rezero-coupon bonis BEI. BEI=expecteinflation rate + uncertainty of inflation rate. 不确定性即是风险,对于风险就有风险补偿,这样的补偿通常认为是正的,所以uncertainty of inflation rate 0.因此当BEI=2.35%时, 而uncertainty of inflation rate 0,那么expecterate if inflation 小于2.35%。题目中five years 可以看作短期吗? 如果是短期,refault free bon和 nominfault-free bon之间,相差 expecteinflation.

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NO.PZ2018091701000021 表格里的3%那个通胀率是干啥用的?

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NO.PZ2018091701000021 请问老师,这道题题目的表格信息有用吗?哪里知道uncertainty >0?谢谢

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NO.PZ2018091701000021 能给我讲解一下吗

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