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

An American investor buys a European stock denominated in euros. If the euro declines in value relative to the U.S. dollar, what risk does this describe?

  1. ACall risk
  2. BCurrency/exchange rate risk✓ Correct answer
  3. CMarket risk
  4. DSystematic risk
Explanation

Why BCurrency/exchange rate risk

Currency (exchange rate) risk occurs when changes in exchange rates affect the value of investments denominated in foreign currencies. Call risk concerns early bond redemption, market risk impacts all assets, and systematic risk is broader and includes currency risk among others.

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