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16. The following are the foreign currency positions of an FI, expressed in the foreign currency: (LG 9-6) The exchange rate of dollars for Sf

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16. The following are the foreign currency positions of an FI, expressed in the foreign currency: (LG 9-6) The exchange rate of dollars for Sf is 1.02 , of dollars for British pound is 1.31 , and of dollars for yen is 0.00953 . The following are the foreign currency positions converted to dollars: a. What is the FI's net exposure in Swiss francs stated in Swiss francs (Sf) and in dollars (\$)? b. What is the FI's net exposure in British pounds stated in British pounds () and in dollars ($) ? c. What is the FI's net exposure in Japanese yen stated in Japanese yen ( ) and in dollars (\$)? d. What is the expected loss or gain if the Sf exchange rate appreciates by 1 percent? State your answer in Swiss francs (Sf) and in dollars (\$). e. What is the expected loss or gain if the exchange rate appreciates by 1 percent? State your answer in British pounds () and in dollars ($). f. What is the expected loss or gain if the exchange rate appreciates by 2 percent? State your answer in Japanese yen () and in dollars ($)

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