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Basic Question 21 of 27

If the nominal rate of interest is 10% and the real rate of interest is 3.5%, what is the expected inflation rate according to the Fisher effect?

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Craig Baugh

Craig Baugh

Learning Outcome Statements

explain international parity relations (covered and uncovered interest rate parity, forward rate parity, purchasing power parity, and the international Fisher effect);

describe relations among the international parity conditions;

evaluate the use of the current spot rate, the forward rate, purchasing power parity, and uncovered interest parity to forecast future spot exchange rates;

explain approaches to assessing the long-run fair value of an exchange rate;

CFA® 2025 Level II Curriculum, Volume 1, Module 8.