Board logo

标题: Currency risk of a bond [打印本页]

作者: Chuckrox8    时间: 2011-7-11 15:26     标题: Currency risk of a bond

In reading 27 (Schweser notes 2010), it states that currency risk of foreign stocks is half the risk of foreign stocks when measured by standard deviation. I get this.

With regards to foreign bonds it states currency risk a greater by a factor of about two.

Any intuition on why this is the case.

TIA




欢迎光临 CFA论坛 (http://forum.theanalystspace.com/) Powered by Discuz! 7.2