问题如下图：
选项：
A. 
B. 
C. 
解释：
短期不是不用考虑不确定通胀风险么？不是说短期pai约等于0么，还是说只要条件给了就必须用上？
NO.PZ2015121810000036 问题如下 A corporate bonha remaining maturity of 1 year, ha favalue of EUR100, anis currently priceEUR90.90. The rerisk-free rate is3.25%. Inflation is expecteto 2.0% next year, anthe premium requireinvestors for inflation uncertainty is 0.25%. The impliecret risk premium embeein the bons priis best scribeas: A.equto (100/90.90) – 1 = 10%. B.10% recethe rerisk-free rate anexpecteinflation. C.10% recethe rerisk-free rate, expecteinflation, anthe premium for inflation uncertainty. C is correct.The impliecret risk premium embeein the bons priis the yiel(10%) less the fault risk-free nomininterest rate, whiinclus a premium for inflation uncertainty. See Example 15. The cret risk premium ccalculate4.51% in this case:lϒt,si=10090.90−(1+0.0325+0.02+0.0025)ϒt,si=4.51%{l}ϒ_{t,s}^i=\frac{100}{90.90}-(1+0.0325+0.02+0.0025)\\ϒ_{t,s}^i=4.51\%lϒt,si=90.90100−(1+0.0325+0.02+0.0025)ϒt,si=4.51%考点cret risk premium解析未来现金流折现求和计算债券价格。已知债券价格, rerisk-free rate, Inflation rate, inflation uncertainty, 由于公司债有cret risk，所以将已知数代入公式，即可求出cret risk premium. 老师，1）这道题考的是什么？价格的影响因素么？ 2）B和C10%怎么计算的？您帮我整体讲一下这道题
NO.PZ2015121810000036 问题如下 A corporate bonha remaining maturity of 1 year, ha favalue of EUR100, anis currently priceEUR90.90. The rerisk-free rate is3.25%. Inflation is expecteto 2.0% next year, anthe premium requireinvestors for inflation uncertainty is 0.25%. The impliecret risk premium embeein the bons priis best scribeas: A.equto (100/90.90) – 1 = 10%. B.10% recethe rerisk-free rate anexpecteinflation. C.10% recethe rerisk-free rate, expecteinflation, anthe premium for inflation uncertainty. C is correct.The impliecret risk premium embeein the bons priis the yiel(10%) less the fault risk-free nomininterest rate, whiinclus a premium for inflation uncertainty. See Example 15. The cret risk premium ccalculate4.51% in this case:lϒt,si=10090.90−(1+0.0325+0.02+0.0025)ϒt,si=4.51%{l}ϒ_{t,s}^i=\frac{100}{90.90}-(1+0.0325+0.02+0.0025)\\ϒ_{t,s}^i=4.51\%lϒt,si=90.90100−(1+0.0325+0.02+0.0025)ϒt,si=4.51%考点cret risk premium解析未来现金流折现求和计算债券价格。已知债券价格, rerisk-free rate, Inflation rate, inflation uncertainty, 由于公司债有cret risk，所以将已知数代入公式，即可求出cret risk premium. 老师这题答案没看懂，为什么是减去（1+0.0325+0.02+0.0025），为什么要加1这里？
NO.PZ2015121810000036 讲课的时候不是说短期的债券认为没有inflation rate uncertainty的风险吗？为什么这题还要把不确定通胀率的风险减了
10% recethe rerisk-free rate anexpecteinflation. 10% recethe rerisk-free rate, expecteinflation, anthe premium for inflation uncertainty. C is correct. The impliecret risk premium embeein the bons priis the yiel(10%) less the fault risk-free nomininterest rate, whiinclus a premium for inflation uncertainty. See Example 15. The cret risk premium ccalculate4.51% in this case: lϒt,si=10090.90−(1+0.0325+0.02+0.0025)ϒt,si=4.51%{l}ϒ_{t,s}^i=\frac{100}{90.90}-(1+0.0325+0.02+0.0025)\\ϒ_{t,s}^i=4.51\%lϒt,si=90.90100−(1+0.0325+0.02+0.0025)ϒt,si=4.51% 考点cret risk premium 解析未来现金流折现求和计算债券价格。已知债券价格, rerisk-free rate, Inflation rate, inflation uncertainty, 由于公司债有cret risk，所以将已知数代入公式，即可求出cret risk premium. 请问 C是不是不全。中并没有说包含cret risk premium. inflation 预期不准应该不能包含在cret risk premium 吧
请问10%里面除了cret risk premium 之外是什么呢？不耐情绪吗？
