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3. Trassaction Exposure and Vafuk-at-Rish (10 poists) Questions: spot rate in violated frow what you ealoutated, what sype of this arblisage is called? (1 poims)

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3. Trassaction Exposure and Vafuk-at-Rish (10 poists) Questions: spot rate in violated frow what you ealoutated, what sype of this arblisage is called? (1 poims) h. What is taredo Supplies inet transaotion expouse (NTIB) in the Usion (2 poinus) is -1). The AUDUSD exchange rate inereases to .7344. What is the new net iransaction exposure (NTT) ror tiredo Suppltes industrien? ( 2 points) 1. Co bas to part b, and we only foeas on the AUD part in this question. A wame that changos in of the AYDUSD is +0.74, and is variance is 0.09. Determine the VaR (Value-at-Risk) in USD for the AUD net inflows using a 97.5% single-talled confidence lovel. (1) lint: we 2=1.96.1(3 points)

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