[ 2009 FRM Sample Exam ] Market risk measurement and management Q29 management, investor, stocks, market

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29. An American investor holds a portfolio of French stocks. The market value of the portfolio is

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Correct answer is Bfficeffice" />

A is incorrect because this would not protect against a decline in the euro and would rather provide upside in case of appreciation of the euro.

B is correct because this would protect against a decline in the euro and the premium would be USD.022 x

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