Hedged foreign assets

Question 54 on the 2010 CFA mock, I missed it. I did the R(u)= R(asset)+ r(FC) then R(H)=R(u)-h(R(forward)) For expected currency return I used interest rates to solve for future spots. In this case they just did R(H)=R(asset)+ r(forward) Can someone simplify when to do each scenario?