蘇同學(xué)
2024-08-02 20:13Q4,想問(wèn)下未來(lái)三年的BEI是2%是哪幾句話推出來(lái)的?
題目中哪些條件可以得出?
所屬:CFA Level II > Portfolio Management 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
Huang助教
2024-08-02 22:21
該回答已被題主采納
同學(xué)你好,
題干說(shuō):Carlisle observes that the spread between the three-year default-free nominal bond and the default-free real zero-coupon bond in Country #3 is 2.0%.
BEI的定義就是difference between the yield on a default-free nominal bond and on a default-free real bond of the same maturity.
所以BEI=2%
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