Shelley
2019-04-17 10:45老師您好,我想請問一下60頁:Diversification Considerations: ? Many investment practitioners believe that in the long run, adding unhedged foreign-currency exposure to a portfolio does not affect expected long-run portfolio returns; hence in the long run, it would not matter if the portfolio was “hedged. ”我查了一下書,這句話跟書是一樣的。我覺得講義和書是不是寫錯了。這句話的最后一個單詞應(yīng)該是unhedged的吧?
所屬:CFA Level III 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Irene助教
2019-04-17 15:42
該回答已被題主采納
同學(xué)你好。
其實這里寫hedged或者unhedged表達的意思差不多。因為這句話的意思是,從長期來看對沖與否,不會影響portfolio。所以這里其實看你個人的表達習(xí)慣。相當(dāng)于這里說的是it would not matter if the portfolio was hedged (or not).
