Question
The (annual) standard deviation of the currency portfolio of your firm is estimated to be 15 percent. You are in the process of assessing currency
The (annual) standard deviation of the currency portfolio of your firm is estimated to be 15 percent. You are in the process of assessing currency risk over the next quarter. What is the appropriate quarterly standard deviation? (use p.pp%)
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International Finance Putting Theory Into Practice
Authors: Piet Sercu
1st edition
069113667X, 978-0691136677
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