Board logo

标题: Hedged foreign assets [打印本页]
作者: AnalystForum    时间: 2011-7-11 19:51     标题: Hedged foreign assets

Question 54 on the 2010 CFA mock, I missed it. I did the R(u)= R(asset)+ r(FC) then R(H)=R(u)-h(R(forward))

For expected currency return I used interest rates to solve for future spots.

In this case they just did R(H)=R(asset)+ r(forward)

Can someone simplify when to do each scenario?



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