[讨论]2011 Level3 Sample Exam Volume1 的14题 currency, likely, 2011, statements, difficult

yd_charles

讨论下，把问题写下来，具体的可以在论坛上下来看。

Q14。 Of the 3 statements Munoz makes about currency risk, chen should be least likely to agree with:

A,1

B,2

C,3   

 

1：currency risk is difficult to eliminate

2: currency risk should be netted accorss all portfolio

3: currency risk tends to be smaller over longer horizons

 

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答案说是。C

 

求讲解，多谢！

 

 

 

 

veryalex

text book volume3 367
A

lizihongle

B也是对的，组合中多种货币，currency risk就可以diversified，

C投资期越长，contribution 低

lizihongle

答案错了，选A，很容易对冲掉的！

ethanshe

 根据楼主描述，#3肯定是正确的，觉得答案有误

yd_charles

顶一下~