About currency forward---Conflicts in Schweser

I am really confused about the currency forward–when to buy and when to sell. In note Book 4, P129, #5, it is buy forward But in the practice exam, book 2, P291, # 20.2, it is sell the forward. Both the tow problems have similar situation. How comes different answer?

Don’t have the books in front of me. But in general, if you are are receving the currency (long), your hedge needs to be selling forward. If you are delivering the currency (short), yourr hedge needs to be long the forward. Make sense?

If you are a US investor invested in Japan (Yen) you can either: a) Sell a forward to SELL Yen @ X /Yen . b) Buy a forward to BUY Dollars @ /Yen.

if you use options, prefered method I believe would be to put rather than buy a call. In the example that BW used, I would think you need to put the Jap yen or have a long call on $.

if at the end of the investment u receive yen, you want to sell yen and buy dollar at todays fw price. so yen depreciation doesnt hurt ur investment return. no need to memorize anything, there are already too many to memorize.

Yum it makes sense.

Yes, it is right. But generally, the problem will not define forward on which currency, domestic or foreign. Shall we consider the domestic currency as default?