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2022-06-21 11:45強化段百題的第二題"nominal risk-free rate decrease......then the real risk-free rate will be "其中解析說到"The real risk free rate equals to the nominal risk-free rate minus the expected inflation rate"但是在notes數(shù)量第一冊第一段練習題里quiz1.1的第二道題："an interest rate from which the inflation premium has been subtracted is known as"選項C: a real risk-free interest rate是錯的，只能選A: a real interest rate這里不是前后矛盾嗎？難道說CFA知識點里還區(qū)分expected inflation rate和inflation premium?
所屬：CFA Level I > Quantitative Methods 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Evian, CFA助教
2022-06-21 20:54
該回答已被題主采納
ヾ(?°?°?)??你好同學，
以下是你的問題：
強化段百題的第二題
"nominal risk-free rate decrease......then the real risk-free rate will be "
其中解析說到
"The real risk free rate equals to the nominal risk-free rate minus the expected inflation rate"
但是在notes數(shù)量第一冊第一段練習題里quiz1.1的第二道題：
"an interest rate from which the inflation premium has been subtracted is known as"
選項C: a real risk-free interest rate是錯的
只能選A: a real interest rate
這里不是前后矛盾嗎？
【回復(fù)】不矛盾。
難道說CFA知識點里還區(qū)分expected inflation rate和inflation premium?
【回復(fù)】這兩個詞組都指的是通脹率，不做區(qū)分
剔除通脹之后的收益率是“真實收益率”，以上兩個情況可以寫成公式：
The real risk free rate = the nominal risk-free rate - the expected inflation rate
A real interest rate = interest rate - inflation premium
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追問
”難道說CFA知識點里還區(qū)分expected inflation rate和inflation premium?
【回復(fù)】這兩個詞組都指的是通脹率，不做區(qū)分“
既然不做區(qū)分，想問那是不是The real risk free rate 和A real interest rate
這兩個其實不算同一種概念？不然為什么notes數(shù)量第一冊第一段練習題里quiz1.1的第二道題不能選C，a real risk-free interest rate？ -
追答
The real risk free rate 和A real interest rate 不是一個概念
The real risk free rate 是①真實無風險收益率
A real interest rate 是②一個真實收益率
②A real interest rate 包含①The real risk free rate
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