NO.PZ2018113001000068
问题如下:
What is the most important risk to consider when using cross hedge method?
选项:
A.
the volatility of exchange rate
B.
cross-currency correlations.
C.
forward points.
解释:
B is correct
cross hedge的风险在于:所找的替代的币种,与要对冲的币种相关性并不是很高,此时就会存在对冲不完全等问题,就会存在风险。因此本题选B。
是不是MVHR,cross hedge,macro hedge都是这个risk?谢谢老师