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SIE: Risk & Portfolio Management
SIE practice questionhardCurrency/exchange rate risk

An American buys a euro-denominated bond. If the euro depreciates against the dollar, the investor experiences:

  1. AMarket risk only
  2. BNo financial impact
  3. CCurrency/exchange rate risk✓ Correct answer
  4. DBusiness risk
Explanation

Why CCurrency/exchange rate risk

Foreign currency depreciation reduces the investment’s value in dollar terms, which is currency risk. The other risks are either not present or not relevant.

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