Question 6 (6 marks) BBA Bank had long positions of 100,000,000 Japanese Yen and 10,000,000 British Pound on On December 31, 2019. The closing exchange rates were 90/$ and 0.8/$. Over the past 500 days, the 5th worst day for adverse exchange rate changes saw a change in the exchange rates of 0.58 percent for the yens and 0.20 percent for the pounds. Compute the expected 1% VAR exposure on December 31. Question 6 (6 marks) BBA Bank had long positions of 100,000,000 Japanese Yen and 10,000,000 British Pound on On December 31, 2019. The closing exchange rates were 90/$ and 0.8/$. Over the past 500 days, the 5th worst day for adverse exchange rate changes saw a change in the exchange rates of 0.58 percent for the yens and 0.20 percent for the pounds. Compute the expected 1% VAR exposure on December 31