标题: R47 : CFAI text V6 P249 Q2 C Solution [打印本页] 作者: Micholien 时间: 2013-4-7 12:30 标题: R47 : CFAI text V6 P249 Q2 C Solution
The currency allocation = - 0.435% - (-0.765%) = 0.33%
-0.765% = (025) (-0.05) + (0.25) (0.0194)
Then some statements follow.
-0.05 is dollar return on the Japan index minus the yen return on the index.
0.0194 is dollar return on the Europe index minus the yen return on the index.
I am confused by these statements.
How to get -0.05 & 0.0194 ? How about the US stocks ?
Can anyone explain ? Thanks in advance !作者: firat 时间: 2013-4-7 12:31
