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RachelQ · 2020年02月08日

问一道题:NO.PZ2018091706000061 [ CFA II ]

问题如下图:虽然选对了,但对这道题不是很理解,抓不到知识点,麻烦讲解一下

选项:

A.

B.

C.

解释:

1 个答案

源_品职助教 · 2020年02月08日

嗨,爱思考的PZer你好:


本题其实就是针对解析站的公式进行的考察

解析中的公式体现了这样的观点,在比较AB两国货币的价值的时候,A国货币价值和A国真实利率高于B国真实利率的差额成正比,和A国风险溢价高于B国风险溢价的差额成反比。

所以一国的货币如果发生贬值,要么是该国真是利率下降,要么是该国风险溢价上升。通胀的增加会导致风险溢价的上涨。所以C正确。


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