努同學(xué)
2024-07-27 21:42解析這句話怎么理解，An increase in the expected correlation between movements in the foreign-currency asset returns and movements in the spot exchange rates from 0.50 to 0.80 would increase the domestic-currency return risk but would not change the level of expected domestic-currency return. 這是為什么？
所屬：CFA Level III > Derivatives and Currency Management 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Simon助教
2024-08-10 11:51
該回答已被題主采納
同學(xué)，上午好。
根據(jù)公式，correlation影響的是風(fēng)險，不影響收益。correlation增加，那么風(fēng)險會增加。但題目問收益，不受影響，所以unchanged。
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