AU AU (2) You have the following positions in stocks and FX. Calculate minimum amount of capital required for market risk using the standardised approach (10 marks): Market Stock Position Currency Position AU AMP $2,000,000 USD |-10,000,000 AMP 500,000 USD 5,000,000 AU AMP $ 200,000 Euro 5,000,000 ASX $3,000,000 HKD 20,000,000 AU ASX -$1,000,000 AU INAB -$ 800,000 UK RIO $1,500,000 UK RIO -$ 300,000 $5,000,000 HK TCN |-$1,000,000 ICBC -$2,000,000 Nippon-$3,000,000 Toyota $ 500,000 HK TCN HK JP JP AU AU (2) You have the following positions in stocks and FX. Calculate minimum amount of capital required for market risk using the standardised approach (10 marks): Market Stock Position Currency Position AU AMP $2,000,000 USD |-10,000,000 AMP 500,000 USD 5,000,000 AU AMP $ 200,000 Euro 5,000,000 ASX $3,000,000 HKD 20,000,000 AU ASX -$1,000,000 AU INAB -$ 800,000 UK RIO $1,500,000 UK RIO -$ 300,000 $5,000,000 HK TCN |-$1,000,000 ICBC -$2,000,000 Nippon-$3,000,000 Toyota $ 500,000 HK TCN HK JP JP