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leo · 2020年10月24日

问一道题:NO.PZ2015121801000046

问题如下:

An analyst observes the following historic geometric returns:

The real rate of return for corporate bonds is closest to:

选项:

A.

4.3%.

B.

4.4%.

C.

4.5%.

解释:

A  is correct.

(1 + 0.065)/(1 + 0.0210)-1 = 4.3%

想请问下,既然是 1+名义利率/1+通胀,为何分子计算时用的是0.065而不是0.08?谢谢

1 个答案
已采纳答案

丹丹_品职答疑助手 · 2020年10月25日

嗨,努力学习的PZer你好:


同学你好,因为equity里面除了通货膨胀还有equity premium,而且题干本身就是让求的公司债券的real return


-------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!


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