CFA论坛 - Powered by Discuz! Board

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

图片附件: 9.gif (2009-6-13 13:41, 5.01 KB) / 下载次数 2
http://forum.theanalystspace.com/attachment.php?aid=34565&k=bd4de0bdf480f02afc3b92198b803bb6&t=1762605228&sid=QXoIO8

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

欢迎光临 CFA论坛 (http://forum.theanalystspace.com/)