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The following are the foreign currency positions of an Fl, expressed in the foreign currency: The exchange rate of dollars for Sf is 1.02, of
The following are the foreign currency positions of an Fl, expressed in the foreign currency: The exchange rate of dollars for Sf is 1.02, of dollars for British pound is 1.31, and of dollars for yen is 00953. The following are the foreign currency positions converted to dollars: a. What is the Fl's net exposure in Swiss francs stated in Swiss francs (Sf) and in dollars (\$)? b. What is the Fl's net exposure in British pounds stated in British pounds () and in dollars (\$)? c. What is the Fl's net exposure in Japanese yen stated in Japanese yen ( ) and in dollars (\$)? (Negative amounts should be indicated by a minus sign.) d. What is the expected loss or gain if the Sf exchange rate appreciates by 1 percent? e. What is the expected loss or gain if the exchange rate appreciates by 1 percent? (Round your answer to the nearest whole dollar amount. (e.g., 32)) f. What is the expected loss or gain if the = exchange rate appreciates by 2 percent? (Negative amount should be indicated by a minus sign. Round your answer to the nearest whole dollar amount. (e.g., 32))
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