21. Export Bank has a trading position in euros and Australian dollars. At the close of business on October 20, the bank had e22 million and AS40 million. The exchange rates for the most recent six days are given below: Exchange Rates per U.S. Dollar at the Close of Business 10/17 10/20 10/19 10/18 10/16 10/15 Euros Australian $s 0.8800 0.8770 1.2750 0.8575 1.3000 0.8675 1.2855 0.8750 1.2705 0.8915 1.2660 1.2900 a. What is the foreign exchange (FX) position in dollar equivalents using the FX rates on October 20? b. What is the sensitivity of each FXx position; that is, what is the value of delta for each currency on October 20? c. What is the daily percentage change in exchange rates for each currency over the five-day period? d. What is the total risk faced by the bank on each day? What is the worst-case day? What is the best-case day? unders9e