Recent content by egikm

Oh I see, I thought if it does´t follow the principles of variances (https://en.wikipedia.org/wiki/Variance#Product_of_independent_variables), but this is something different

I´ve been trying to compute a volatility of invesment with currency hedging and I have a question. Let's take this example. We have our money in a fond copying the S&P500 index, which has 16% volatility, we also know that the current volatility of a dollar toward our currency is 5%. We want to...