Question
Assume that the USD / AUD exchange rate (the value of 1 USD measured in AUD = how many AUD you have to pay to
Assume that the USD / AUD exchange rate (the value of 1 USD measured in AUD = how many AUD you have to pay to buy 1USD) has a volatility of =6% p.a. and a current price of =$. AUD (so we pay $2 AUD to buy 1 USD) and that the risk free rates of interest are =% . . in the US and =% . . in Australia.
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Modern Portfolio Theory and Investment Analysis
Authors: Edwin Elton, Martin Gruber, Stephen Brown, William Goetzmann
9th edition
9781118805800, 1118469941, 1118805801, 978-1118469941
