No he doesn't. (as in, he keeps the +1 attack)
The Gray knight FAQ states:
"Q: Does a Nemesis Dreadknight armed with a Nemesis greatsword have 4 Attacks at Strength 10 that, because of the Nemesis greatsword, can re-roll To Hit, To Wound and Armour Penetration rolls?(p54)
A: Yes."
Which also addresses the strength of the Dreadknight's attacks, along with your question.
|