p6-3 Tasa Libre de Riesgo

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IP RP

Primadela
espectativa de Prima de Tasa de
Valor inflacion riesgo interes real
A 6% 3% 3%
B 9% 2% 3%
C 8% 2% 3%
D 5% 4% 3%
E 11% 1% 3%

Valor K* + IP = Rf
A 3% + 6% = 9%
B 3% + 9% = 12%
C 3% + 8% = 11%
D 3% + 5% = 8%
E 3% + 11% = 14%

INICIO B:

INICIO C: TASA DE INTERES NOMINAL : K = K* + IP + RP

Valor K* + IP + RP
A 3% + 6% + 3%
B 3% + 9% + 2%
C 3% + 8% + 2%
D 3% + 5% + 4%
E 3% + 11% + 1%
= Rf
= 12%
= 14%
= 13%
= 12%
= 15%

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