讓同學(xué)
2021-05-05 17:55老師,在回答???第一題carry trade risk的時候我是按照那個forign investment return的公式去回答的,所以認為有他國投資收益和匯率轉(zhuǎn)換兩個風(fēng)險點,和答案說的不一樣,可以嗎? Risk 1 The foreign currency risk. When the principal is transferred back into the USD, the exchange rate is unknown. If there is a significant appreciation in the USD, investor may suffer from loss. Risk 2 The foreign return risk. When the principal is invested in foreign currency, the investment return is unknown. If the return suffers from a significant drop, there would also be a loss.
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
Kevin助教
2021-05-06 14:22
該回答已被題主采納
同學(xué)你好!
1.基本都是對的。一般投資高收益利率的貨幣基本都是無風(fēng)險資產(chǎn),最好是點出高收益國家的自身風(fēng)險導(dǎo)致return不確定。(也就是答案的第一點)
2.最好還是按照答案來,比較容易拿高分。
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