冰雨自由 当前离线
CFA New Member
这道题目虽然作对了,但是答案怪怪的,书上说expost return 是foreign interest rate + nominal currency appreciation。为什么答案上的做法却是RUS = RUK + s + s × RUK = 0.0235 + (-0.0795) + (0.0235 × (-0.0795)) = -0.0579 (UK是foreign,US是domestic)??
谢谢~~~~