雞同學(xué)
2024-01-22 10:08前兩題我回答的時(shí)候沒有列出解析里的公式，但還是把這些return的關(guān)系說明了一下可以嗎？1. USD is depreciated. The return in GBP is 15% that is lower than 19.5% denominated in USD. It means extra return is realized in currency conversion due to depreciation in USD. 2. The foreign-currency return is negative. Since EUR appreciated 5% relative to USD and portfolio B holds assets denominated in EUR, the portfolio return in USD is supposed to be at least 5% if foreign-currency return is not negative. However, the actual return in USD is 0%, which indicates negative return in foreign currency.
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(gè)回答
Simon助教
2024-01-23 14:11
該回答已被題主采納
可以的，題目要求是justification，只要說明理由即可。沒有強(qiáng)制要求計(jì)算。
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