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Currency exposure is in the ICAPM reading.
Specifiacally:
domestic currency exposure of an asset = foreign currency exposure +1
since the domestic currency exposure is 1.4 (point of view of UK investor) and we are looking for the foreign currency exposure (exposure of C$) then:
1.4 = Exposure C$ + 1 or rather the Exposure C$ = .4 |
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发表于 2013-4-2 12:13
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