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卢天悦 · 2023年08月07日

可以帮忙放一张各种资产在不同通胀预期情况下的表现的表吗

NO.PZ2022122601000056

问题如下:

Standish begins to identify specific assets to include in the developed markets portfolio. He considers equally weighted positions in Chilean Real Estate, Swiss bonds, and US equities, among others. He reviews the forecasts of inflation for these three countries and notes that inflation is predicted to be above expected levels in Chile, but below expectations in both Switzerland and the United States. With this new information, he ponders how he should adjust the portfolio weights to reflect the economic forecast.

When considering the proposed weights for the developed markets portfolio, the most appropriate adjustment for Standish to make is to reduce the asset weighting in:

选项:

A.the United States B.Switzerland C.Chile

解释:

Correct Answer: B

With above-average inflation, Chilean real estate is expected to outperform. Below-inflation would likely cause US equities to outperform and have a neutral effect on Swiss bonds. Therefore, Standish should reduce the weight in Swiss bonds relative to the other two assets.

中文解析:

由于通货膨胀率高于平均水平,预计智利房地产市场将表现出色。低于通胀水平可能会导致美国股市跑赢大盘,并对瑞士债券产生中性影响。因此,相对于其他两种资产,斯坦迪什应该减少瑞士债券的权重。

是在CME这章里吗,框架图里没找到,可以帮忙发一下嘛,谢谢

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笛子_品职助教 · 2023年08月07日

嗨,爱思考的PZer你好:


是在CME这章里吗,框架图里没找到,可以帮忙发一下嘛,谢谢

可以的,是在框架图的第13页。


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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!

卢天悦 · 2023年08月07日

谢谢笛子~

笛子_品职助教 · 2023年08月08日

嗨,爱思考的PZer你好:


收下了,老师很开心。同学加油~

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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解析错误 这里非常confuse听老师讲的课件,inflation对股市整体是neutral影响,但是below thexpecteinflation应该对股市是偏negative的影响。。。而债券在below inflation时候,相当于利率下降,会有priappreciation

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