Yuzuru
2024-04-18 23:16請(qǐng)幫忙解釋此題，謝謝。
所屬：CFA Level III > Fixed-Income Portfolio Management 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
Simon助教
2024-04-19 11:32
該回答已被題主采納
同學(xué)，上午好。原文信息：Stone outlines three suggestions for Palma. First, he should evaluate whether the spread advantage is negated by the cost of a currency hedge. Second, he should avoid local currency investments in countries where the exchange rate is pegged. Third, he should ensure that the timing of the credit cycles across markets coincides.
A選項(xiàng)對(duì)應(yīng)he should avoid local currency investments in countries where the exchange rate is pegged
這句話是錯(cuò)的，匯率錨定制度下，匯率更穩(wěn)，是可以投資的。
B選項(xiàng)對(duì)應(yīng)he should evaluate whether the spread advantage is negated by the cost of a currency hedge.
這句話是沒錯(cuò)的，公式RDC=(1+RFC)(1+RFX)-1，國(guó)外的高利率RFC可能會(huì)被匯率所抵消，所以要評(píng)估。
C選項(xiàng)對(duì)應(yīng)he should ensure that the timing of the credit cycles across markets coincides
這句話是錯(cuò)的，跨國(guó)投資要在不同經(jīng)濟(jì)體不同經(jīng)濟(jì)周期階段之間尋找機(jī)會(huì)，而不單單是在各國(guó)經(jīng)濟(jì)體處于同一周期時(shí)投資。
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