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

Which investor faces currency risk?

  1. AInvestor in a domestic S&P 500 ETF
  2. BInvestor in a foreign sovereign bond denominated in euros✓ Correct answer
  3. CInvestor in a U.S. municipal bond
  4. DInvestor in a fixed annuity
Explanation

Why BInvestor in a foreign sovereign bond denominated in euros

Foreign-denominated assets are subject to currency risk, as exchange rates may fluctuate. Domestic holdings (A, C, D) are unaffected by currency changes.

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