标题: Is inflation included in risk free rate when using CAPM? [打印本页]
作者: nulry 时间: 2009-12-3 00:58 标题: Is inflation included in risk free rate when using CAPM?
It seems that inflation should be add into interest rate to form nominal interest rate, isn't it?
作者: jesswong402 时间: 2009-12-3 01:54
norminal rate = real rate * (1+inf rate)
作者: nulry 时间: 2009-12-4 00:56
so, when we calculate cost of equity, if inflation rate is given, do we need to use nominal rate?
作者: nulry 时间: 2009-12-5 00:35
psuh~~~~~~~~~
作者: frankchen99 时间: 2009-12-5 00:58
the RFR in CAPM is a nominal rate, so we need to use inflation rate and real risk free rate to derive the nominal rate
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