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Minimum variance hedge ratio for currency hedging

The simplest case of FX hedging is when there is no correlation between the assets and the FX rate. Example: a European investor buys 1 million USD in US Treasury bonds. How to hedge the EURUSD risk? ...
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FX-Effect on (foreign) interest rate future

The CMEGroup answer is closer to the truth, I believe. Their answers are written by people who understand how futures really work. The futures trading account of the european investor will accumulate ...
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