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标题: hedged return question [打印本页]

作者: LBriscoe    时间: 2011-7-11 19:52     标题: hedged return question

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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