Serena · 2021年06月05日
NO.PZ2015121801000138
问题如下：
An analyst observes the following historic geometric returns:
The risk premium for corporate bonds is closest to:
选项：
A.3.5%
3.9%
4.0%
解释：
B is correct. (1 + 0.0650)/(1 + 0.0250) – 1 = 3.9%
(1+ real rate)= (1+real risk free return ) *(1+ RP)
1+RP = (1+ real rate)/(1+real risk free return ) 到这里公式都能理解。但是Corpate bond 的几何平均的6.5%不是应该减去Inflation rate :2.1% 才是real rate 么？
还是说几何平均在算复利的时候，已经把通胀算进去了。 就可以把几何平均当成real rate
NO.PZ2015121801000138 问题如下 analyst observes the following historic geometric returns: The risk premium for corporate bon is closest to: A.3.5% B.3.9% C.4.0% B is correct. (1 + 0.0650)/(1 + 0.0250) – 1 = 3.9% 风险溢价=6.5-2.5
NO.PZ2015121801000138 问题如下 analyst observes the following historic geometric returns: The risk premium for corporate bon is closest to: A.3.5% B.3.9% C.4.0% B is correct. (1 + 0.0650)/(1 + 0.0250) – 1 = 3.9% 不知道为什么要用除法？
NO.PZ2015121801000138问题如下 analyst observes the following historic geometric returns: The risk premium for corporate bon is closest to: A.3.5%B.3.9%C.4.0%B is correct. (1 + 0.0650)/(1 + 0.0250) – 1 = 3.9% 这道题对应的视频知识点在哪里？我没有在组合管理里找到啊
NO.PZ2015121801000138 问题如下 analyst observes the following historic geometric returns: The risk premium for corporate bon is closest to: A.3.5% B.3.9% C.4.0% B is correct. (1 + 0.0650)/(1 + 0.0250) – 1 = 3.9% 运用到的公式又是哪个？
NO.PZ2015121801000138 问题如下 analyst observes the following historic geometric returns: The risk premium for corporate bon is closest to: A.3.5% B.3.9% C.4.0% B is correct. (1 + 0.0650)/(1 + 0.0250) – 1 = 3.9% 什么时候除以risk free return，什么时候除以inflation？跟前面有几道题搞在一起完全懵了，前面有题就是除以1+inflation。
