NO.PZ2018111501000002
问题如下:
Aron wants to analyze the foreign-currency return for Portfolio Y. The domestic currency is EUR and the foreign currency is GBP. It is known that the domestic-currency return is 2%, and GBP appreciated 7% against the EUR.
The foreign-currency portfolio return is:
选项:
A.-4.67%
B.9.68%
C.4.90%
解释:
A is correct.
考点:Currency Risk & Portfolio Return and Risk
已知domestic-currency return is 2%, 即 。GBP appreciated 7% against the EUR,根据EUR/GBP(DC/FC)的外汇报价方式,GBP升值7%,即 。代入公式,可以求出 。
老师请问,如果题目改成EUR/GBP中的EUR升值了7%,Rfx应该如何计算呢?