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豆好 · 2023年08月03日

就不能改下答案吗？

  1. CFA III
  2. Capital Market Expectations

* 问题详情，请 查看题干

NO.PZ202206070100000502

问题如下：

Using the data in Exhibit 1 and the investment team’s approach to predict the Fed’s next move, the new fed funds rate will most likely be:

选项：

A.2.9%.

B.2.6%.

C.2.1%.

解释：

Solution

C is correct. The Taylor rule is

Roptimal = Rneutral + [0.5 × (GDPgforecast – GDPgtrend)] + [0.5 × (Iforecast – Itarget)]

= 2.5 + [0.5 × (3.0 – 4.5)] + [0.5 × (3.2 – 2.5)]

= 2.5 – 0.75 + 0.35

= 2.10%


C是正确的，依据泰勒公式可得：

Roptimal = Rneutral + [0.5 × (GDPgforecast – GDPgtrend)] + [0.5 × (Iforecast – Itarget)]

= 2.5 + [0.5 × (3.0 – 4.5)] + [0.5 × (3.2 – 2.5)]

= 2.5 – 0.75 + 0.35

= 2.10%


明知道答案错了，为什么不改下答案选项内容。这样容易误导

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笛子_品职助教 · 2023年08月03日

嗨，爱思考的PZer你好：


好的，感谢同学提醒。

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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