If Aron executes the trade, the expected USD portfolio standard deviation equals the standard deviation of the EUR equity position, 15.00%.
答案说 当用forward trade进行hedge currency后
ST[R(dc)] = ST[R(fc)]
ST代替 standard deviation
但讲义里说到 当投资外国的Rrisk-free时
ST[R(dc)] = ST[R(fx)] * (1+Rfc)
为什么这里不是ST[R(dc)] = ST[R(fc)] * (1+Rfx)，我觉得这样更精确