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标题: FCRP - HEDGE? [打印本页]

作者: anothercfainnyc 时间: 2011-7-13 13:29 标题: FCRP - HEDGE?

CAN I say when

FCRP>0 ...no need to hedge. expected exchange risk will be compensated. risk bring return.
FCRP=0 ...no need to hedge. forward = expected. hedge is useless here.
FCRP<0 ...hedge (buy forward) is a must.

right? thanks.

作者: DSquaredSlim 时间: 2011-7-13 13:29

If FCRP > 0, then you will be rewarded for staying unhedged (i.e. you will get a premium).

So I think what you wrote is wrong.

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