In samle 2 when calcualting needed change in spread CFA didn’t take into account the difference in currency return. Why?
breakeven yeild assumes that you don’t need to take into accont currency return. its one of its underlying assumptions.
The conclusion that has been made on this site is breakeve analysis does not take into consideration currency movements, schweser is on drugs for leading us in the other way.
thank you. This is so frustrating…