The Fisher Effect and Real Interest Rate Parity

What is the logical conclusion from the assumption that uncovered interest rate parity and ex-ante PPP both hold?

Correct! This is the real interest rate parity condition. It is given by the following equation, where the uncovered interest rate parity and ex-ante PPP conditions together suggest that the right-hand-side differentials are equal: $$\displaystyle r_f - r_d = (i_f - i_d) - (\pi_f^e - \pi_d^e) $$.

Incorrect. This would require inflation rates to be held equal to nominal interest rates, and that is not necessary for both uncovered interest rate parity and ex-ante PPP to hold.

Incorrect. This is simply an arrangement of the Fisher effect.

Real interest rates are the same in each nation

Real interest rates are expected to be equal to zero

Real interest rates are nominal rates minus expected inflation