Mini Case: Exchange Rate The following are the foreign currency positions of an FI, expressed in the foreign currency. Currency Assets Liabilities FX Bought FX Sold Swiss franc (SFr) SFr122,190 SFr48,876 SFr9,775 SFr14,663 British pound () 38,168 16,794 11,450 15,267 Japanese yen (1) 48,522,727 3,406,091 1,363,636 710,000,000 The exchange rate of dollars per SFrs is 1.0230, of dollars per British pounds is 1.3100, and of dollars per yen is 0.008800. The following are the foreign currency positions converted to dollars. a. What is the Fl's net exposure in Swiss francs stated in SFr and in $s? Net exposure in stated in SFrs = Net exposure in stated in $s = b. What is the Fl's net exposure in British pounds stated in and in $s? Net exposure in = Net exposure in $- c. What is the Fl's net exposure in Japanese yen stated in *s and in $s? Net exposure in \ = Net exposure in $ = d. What is the expected loss or gain if the SFr exchange rate appreciates by 1 percent? State you answer in SFrs and $s. e. What is the expected loss or gain if the exchange rate appreciates by 1 percent? State you answer in s and $s. f. What is the expected loss or gain if the exchange rate appreciates by 2 percent? State you answer in \s and $s