努同学2024-07-27 21:42:14
努同学解析这句话怎么理解，An increase in the expected correlation between movements in the foreign-currency asset returns and movements in the spot exchange rates from 0.50 to 0.80 would increase the domestic-currency return risk but would not change the level of expected domestic-currency return. 这是为什么？
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Simon2024-08-10 11:51:17
Simon同学，上午好。
根据公式，correlation影响的是风险，不影响收益。correlation增加，那么风险会增加。但题目问收益，不受影响，所以unchanged。
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