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Set-up: 1m virtual USD, exchange-tradeable instruments + FX forwards Target: max(0, EUR_Curncy_t / EUR_Curncy_t-1) + CPI PNL reporting: on Fridays Fills on Friday: *- half balance will be in EUR **- full + e-mini Portfolio annualized standard deviation of 4% (in pic), 99% daily var 0.63%...