易同学2021-04-18 19:56:27

百题段_SS6 Derivatives and Currency Management_case10 Tony Kalman，第五题 。这里题干中说的“correlation between movements in the foreign-currency assets returns for the USD-denominated assets and movements in the exchange rate was estimated to be 0.45”中foreign-currency assets returns for the USD-denominated assets是什么意思？是以欧元计价的美金资产的return吗？这句话的意思是欧元计价的美金资产的return和EUR/USD汇率之间的相关系数是0.45吗？