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王莎 · 2020年03月11日

问一道题:NO.PZ2017092702000002 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

老师,请问real/nominal rate和real/nominal risk free rate的区别呢?

1 个答案

星星_品职助教 · 2020年03月11日

同学你好,

两只债券都是30年期的,题干没有特别强调国债是real interest rate的,所以都是nominal interest rate,受inflation的影响也是类似的。主要区别在于一个是国债,另一个是公司发的债,看到这两个对比就可以直接选流动性不同,如果有default risk不同的选项也可以选。

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