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标题: [ 2009 FRM Sample Exam ] Market risk measurement and management Q29 [打印本页]

作者: Babul 时间: 2009-6-13 13:42 标题: [ 2009 FRM Sample Exam ] Market risk measurement and management Q29

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

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作者: Babul 时间: 2009-6-13 13:42

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

作者: acelin 时间: 2009-9-16 15:53

顶

作者: kana 时间: 2009-12-18 16:22

学习过了

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