PPT116,Q1: Among the carry trades availiable in the US, EURO,and UK markets,the highest expected return for the USD-denominated portfolio over the next 6 months is closest to:
题目中USD-denominated portfolio怎么理解呢?如果是把所有的carry trade转为美元计价来比较,那么借短期EUR,投长期USD,是不是应该不用考虑汇率的改变呢?