Question
How to use forward exchange rate to full hedge the currency portfolio? the Data is 9 types currency equity, the weight is equal, which is
How to use forward exchange rate to full hedge the currency portfolio? the Data is 9 types currency equity, the weight is equal, which is 1/9 each in this portfolio. And data of the Spot exchange rate, and the forward exchange rate. Every data is recorded monthly. Please provide the specific statement.
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Fundamentals Of Financial Management
Authors: Richard Bulliet, Eugene F Brigham, Brigham/ Houston
11th Edition
1111795207, 9781111795207
