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- 2011-7-2
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- 2013-9-12
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hey guys,
when asked to get the hedged returns for foreign bonds, are we supposed to:
- get the RFR in the domestic ccy then add the foreign premium return ( foreign return - foreign domestic).
or
- add the interest rate differential (assuming this is equal to fwd or discount) to the foreign return
thanks,
M. |
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