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- 2011-5-26
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- 2012-9-12
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They could have added one more bit of complexity to the problem by adding
- the UK bond returns and risk measures are in "local currency".
- and they give you the correlation between the UK asset returns with the exchange rate (0.3) and return on the US/UK exchange rate (-1.5%)
nice practice example, thx |
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发表于 2011-7-11 19:29
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