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    "question_id": "2338324",
    "url": "\/study-help\/questions\/bank-ones-stock-portfolio-has-a-market-value-of-20000000-2338324",
    "question_creation_date_js": "2024-06-06T03:17:15-04:00",
    "question_creation_date": "Jun 06, 2024 03:17 AM",
    "meta_title": "[Solved] Bank One's stock portfolio has a market v | SolutionInn",
    "meta_description": "Answer of - Bank One's stock portfolio has a market value of $20000000. The beta of the portfolio approximates the market portfoli | SolutionInn",
    "meta_keywords": "bank,one,s,stock,portfolio,market,value,$20000000,beta,approximates,standard,deviation",
    "question_title_h1": "Bank One's stock portfolio has a market value of $20000000. The beta of the portfolio approximates the market portfolio, whose standard deviation (sm) has been",
    "question_title": "Bank One's stock portfolio has a market value of $20000000. The beta",
    "question_title_for_js_snippet": "Bank One's stock portfolio has a market value of $20000000  The beta of the portfolio approximates the market portfolio, whose standard deviation (sm) has been estimated at 1 5 per cent  What is DEAR of this portfolio, using adverse rate changes in the 95th percentile  $495,000 $699,000 $781,505 $1,106,854 An FI has a positive net exposure in Japanese yen  If the exchange rate appreciates by 2 per cent, the FI would incur a loss get a gain A and B are incorrect A and B are correct Bank USA just made a one year $10 million loan that pays 10 percent interest annually  The loan was funded with a Swiss franc denominated one year deposit at an annual rate of 6 percent  The current spot rate is SF1 05 $1  Bank USA is exposed to SF appreciation relative to $ SF depreciation relative to $ $ appreciation relative to SF $ depreciation relative to SF A and D are correct",
    "question_description": "<p> <\/p> <p>Bank One's stock portfolio has a market value of $20000000. The beta of the portfolio approximates the market portfolio, whose standard deviation (sm) has been estimated at 1.5 per cent. What is DEAR of this portfolio, using adverse rate changes in the 95th percentile?<\/p> <p> <\/p> <ol> <li>$495,000<\/li> <li>$699,000<\/li> <li>$781,505<\/li> <li>$1,106,854<\/li> <\/ol> <p> <\/p> <p> <\/p> <p>An FI has a positive net exposure in Japanese yen. If the  exchange rate appreciates by 2 per cent, the FI would<\/p> <ol> <li>incur a loss<\/li> <li>get a gain<\/li> <li>A and B are incorrect<\/li> <li>A and B are correct<\/li> <\/ol> <p> <\/p> <p> <\/p> <p>Bank USA just made a one-year $10 million loan that pays 10 percent interest annually. The loan was funded with a Swiss franc-denominated one-year deposit at an annual rate of 6 percent. The current spot rate is SF1.05\/$1. Bank USA is exposed to<\/p> <p> <\/p> <ol> <li>SF appreciation relative to $<\/li> <li>SF depreciation relative to $<\/li> <li>$ appreciation relative to SF<\/li> <li>$ depreciation relative to SF<\/li> <li>A and D are correct<\/li> <\/ol>",
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    "related_book": {
        "title": "Mathematical Applications for the Management Life and Social Sciences",
        "isbn": "9781337032247, 9781305465183, 1305108043, 1337032247, 1305465180, 978-1305108042",
        "edition": "11th edition",
        "authors": "Ronald J. Harshbarger, James J. Reynolds",
        "cover_image": "https:\/\/dsd5zvtm8ll6.cloudfront.net\/si.question.images\/book_images\/1386.jpg",
        "uri": "\/textbooks\/mathematical-applications-for-the-management-life-and-social-sciences-11th-edition-1386",
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        "name": "C Is For Critter Critter The ABC S Of Koe Wetzel",
        "edition": "1st Edition"
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    "question_posted": "2024-06-06 03:17:15",
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