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I am facing a situation at work -- need your advice. Basically, I've invested in a foreign country and the foreign currency (not the domestic currency return) of that country seems to be positively co-related with the stock returns. Want to know whether I should use a minimum variance hedge? Your thoughts will be much appreciated



Edited 1 time(s). Last edit at Tuesday, June 7, 2011 at 02:12AM by stevenevans.

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上一主题:CFA Mock Morning session Quants Q41
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