Currency sensitivity question - I'm lost - 【CFA学习交流讨论】 - CFA论坛

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发表于 2011-7-13 13:51 | 显示全部帖子

Alright, I understand. Sorry for the drama.

Basically:

domestic currency exposure of an asset = foreign currency exposure +1

1.4 = local exposure + 1

local exposure = .4

there you have it

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