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标题: [CFA入门] 请教关于risk free rate [打印本页]

作者: OmarAdnan 时间: 2012-6-15 10:33

答案是第二个。。。但我觉得应该是短期国债利率啊。。。哪位大侠能帮忙解释一下？

作者: FVPV 时间: 2012-6-15 10:33 标题: 请教关于risk free rate

请教大家，以下两个利率，应该选取哪个作为risk free rate呢？为什么？

Rate of return on 3-month Treasury bills 3.0%
Rate of return on 10-year Treasury bonds 3.5%

作者: DoubleDip 时间: 2012-6-15 10:33

我也觉得是3月的呀！是不是还有别的条件呀？

作者: lucasg85 时间: 2012-6-15 10:33

risk free rate指的是**发的国债。如果没有其他条件，这2个都是risk free rate，并且他们都是年率。

作者: Iginla2011 时间: 2012-6-15 10:33

Risk free rate 是zero coupon的

作者: bpdulog 时间: 2012-6-15 10:33

The 90-day Treasury bill rate is used because there is no credit risk, and the maturity is so short that there is no liquidity or market risk. The 10-year Treasury also has no credit risk, but if interest rates rise, the market value could decline.

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