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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?

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[CFA入门] 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%

我也觉得是3月的呀!是不是还有别的条件呀?

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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。

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Risk free rate 是zero coupon的

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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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