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.