老师，有2个问题：
1. default-free real zero-coupon bond就是default-free real bond吗？
2. BEI=expected inflation rate+uncertainly of inflation rate的这个公式中的inflation rate指的都是nominal rate吗？
问题如下图：
选项：
A. 
B. 
C. 
解释：
NO.PZ2018091701000021问题如下The ta in the following table is obtaineanalyst using historicinformation: The Analyst also manages to observe ththe sprebetween the five-yefault-free nominbonanthe fault-free rezero-coupon bonin Country C is 2.35%, whiof the following statement is correct?A.expecterate of inflation is less th2.35%.B.expecterate of inflation is larger th2.35%.C.expecterate of inflation is equto 2.35%.A is correct.考点Breakeven inflation rates (BEI)解析the fferenbetween the fault-free nominbonanthe fault-free rezero-coupon bonis BEI. BEI=expecteinflation rate + uncertainty of inflation rate. 不确定性即是风险，对于风险就有风险补偿，这样的补偿通常认为是正的，所以uncertainty of inflation rate 0.因此当BEI=2.35%时, 而uncertainty of inflation rate 0，那么expecterate if inflation 小于2.35%。题目中five years 可以看作短期吗？ 如果是短期，refault free bon和 nominfault-free bon之间，相差 expecteinflation.
NO.PZ2018091701000021 问题如下 The ta in the following table is obtaineanalyst using historicinformation: The Analyst also manages to observe ththe sprebetween the five-yefault-free nominbonanthe fault-free rezero-coupon bonin Country C is 2.35%, whiof the following statement is correct? A.expecterate of inflation is less th2.35%. B.expecterate of inflation is larger th2.35%. C.expecterate of inflation is equto 2.35%. A is correct.考点Breakeven inflation rates (BEI)解析the fferenbetween the fault-free nominbonanthe fault-free rezero-coupon bonis BEI. BEI=expecteinflation rate + uncertainty of inflation rate. 不确定性即是风险，对于风险就有风险补偿，这样的补偿通常认为是正的，所以uncertainty of inflation rate 0.因此当BEI=2.35%时, 而uncertainty of inflation rate 0，那么expecterate if inflation 小于2.35%。 C真实G的波动率（名义G-通胀率）接近于0，也就说明其实通胀率是很接近3%的，那就是大于2.35%,这样通胀的不确定性就小于0
NO.PZ2018091701000021 表格里的3%那个通胀率是干啥用的？
NO.PZ2018091701000021 请问老师，这道题题目的表格信息有用吗？哪里知道uncertainty >0?谢谢
NO.PZ2018091701000021 能给我讲解一下吗
