标题: asset and currency correl [打印本页] 作者: cfa10yrplan 时间: 2011-7-11 19:35 标题: asset and currency correl
When investing in foreign markets Sims and Davis should be aware of the correlation between the asset and currency. In developed and emerging markets, what is the typical correlation between the asset and currency?
Developed Emerging
A) Negative Positive
B) Positive Negative
C) Positive Positive作者: bkballa 时间: 2011-7-11 19:35
B? Since emerging markets tend to be more export driven?作者: aidebaobao 时间: 2011-7-11 19:35
A. Emerging market countries tend to be positively correlated w/their currency; opposite for developed.作者: canadiananalyst 时间: 2011-7-11 19:35
I'll go with A作者: pennyless 时间: 2011-7-11 19:35
A is correct. I will save you the reasons Schweser offered.作者: Unforseen 时间: 2011-7-11 19:35
Why A?????作者: liangfeng 时间: 2011-7-11 19:35
bannisja - where are you accessing the 2009 cfa mock? i didn't know previous cfa mocks were available.
