NO.PZ2022123002000009
问题如下：
Abel, a US client at Ankit,
is a high net worth individual with equal weight investments in Switzerland,
and the UK. Exhibit 1 provides the details of Abel’s international portfolio.
Suppose the two investments are independent of each other.
Calculate the overall
domestic (USD) currency risk on Dong’s portfolio using the information in
Exhibit 1.
选项：
解释：
Correct Answer:
Domestic currency risk：
USD risk for UK
assets:
USD risk for Swiss
assets:
The overall
portfolio is the weighted average risk:
Correlation between Uk and Switzerland is no given?
