6) The following are the foreign currency positions of an FI, expressed in the foreign currency. Currency Assets Liabilities FX Bought FX Sold Swiss franc (SF) SF134,394 SF53,758 SF10,752 SF16,127 British pound () 30,488 13,415 9,146 12,195 Japanese yen () 7,075,472 $2,830,189 1,132,075 8,301,887 The exchange rate of dollars per SFs is 0.9301, of dollars per British pounds is 1.6400, and of dollars per yen is 0.010600. Required (1) Determine the FI's net exposure in Swiss francs stated in SF and in dollars ($) (ii) Compute the expected loss or gain if the SF exchange rate appreciates by 1 percent. State you answer in SFs and $s [12 marks] 6) The following are the foreign currency positions of an FI, expressed in the foreign currency. Currency Assets Liabilities FX Bought FX Sold Swiss franc (SF) SF134,394 SF53,758 SF10,752 SF16,127 British pound () 30,488 13,415 9,146 12,195 Japanese yen () 7,075,472 $2,830,189 1,132,075 8,301,887 The exchange rate of dollars per SFs is 0.9301, of dollars per British pounds is 1.6400, and of dollars per yen is 0.010600. Required (1) Determine the FI's net exposure in Swiss francs stated in SF and in dollars ($) (ii) Compute the expected loss or gain if the SF exchange rate appreciates by 1 percent. State you answer in SFs and $s [12 marks]