QUESTION 28 Question 28-30 are based on the following information LAPTOP is a US exporting firm, expects to receive substantial payments denominated in Indonesian rupiah and Thai baht in one month. Based on toc $600.000 for the rupiah and $400,000 for the baht. LAPTOP wants to determine the maximum expected 1-month loss due to a potential decline in the monthly percentage changes are normally distributed and that the standard deviation of the changes to be 64 for the rupiah and 9% for the baht, and an expected percentage change of 0% for ruplah and 1% for baht during the next month. (95% 2-statistic is 1.65) Question 28. The maximum expected 1-month loss (that is the 1-month VaR) for rupiah Is 5 - 9.90 0 56.00 O $8.90% O 5-6.00 Thai baht in one month. Based on today's spot rates, the dollar value of the funds to be received is estimated at th loss due to a potential decline in the value of these currencies, based on a 95% confidence level. Assume that for the rupiah and 9% for the baht, and a correlation coefficient of .60 between the rupiah and baht. Also assume 5) QUESTION 29 Question 29. The maximum expected 1-month loss (that is the 1-month VaR) for baht is O $-12.859 $-13.85% O $9.0096 O $-9.0096 QUESTION 30 Question 30. The maximum expected 1-month loss (that is the 1-month VaR) for the portfolio is O 5-12.229 O 5-8.839 5-9.83 O 5-10.23%