張同學(xué)
2018-10-31 11:46Solution to 5: Hedging exposure to GBP and EUR results in a six-month gain of 49 bps and 85 bps, respectively, as shown in the beginning of problem 4. The currency exposure should be hedged unless these currencies are expected to appreciate against the USD by more than these amounts over the next six months. (Institute 188) Institute, CFA. 2019 CFA Program Curriculum Level III Volume 4. CFA Institute, 5/2018. VitalBook file. 老師您好！ reading24 example5中的最后一問(wèn)，英德之間的hedge應(yīng)該怎么理解？謝謝！
所屬：CFA Level III 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
Sherry Xie助教
2018-11-01 12:16
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同學(xué)你好，這里的hedge是買UK 5s和30s,賣German 2s和10s,
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