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The following are the foreign currency positions of an Fl. expressed in the foreign currency Currency Assets Liabilities FX Bought FX Sold Swiss franc (st)

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The following are the foreign currency positions of an Fl. expressed in the foreign currency Currency Assets Liabilities FX Bought FX Sold Swiss franc (st) Sf 141,780 Sf 59,160 sf 17,340 ST 22,440 British f pound () 51,500 E 30,500 24,500 30, eee Japanese 9, 100,000 V4,400,000 V2,500,000 V10, 400,888 yen (V) The exchange rate of dollars for Sfis 102, of dollars for British pound is 131 and of dollars for yen is 00953 The following are the foreign currency positions converted to dollars: Currency Assets Liabilities FX Bought FX Sold Swiss franc (st) $139,000 $58,080 $17, eee $22,000 British pound () $ 67,465 $39,955 $32,095 $39,300 Japanese $ 86,723 yen (V) $41,932 $23, 825 $99,112 a. What is the Fi's net exposure in Swiss francs stated in Swiss francs (Sf) and in dollars ($)? b. What is the Fr's net exposure in British pounds stated in British pounds and in dollars (5]? c. What is the Fi's net exposure in Japanese yen stated in Japanese yen (M) 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. 321) 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) FI's net exposure in Swiss francs SI 67.465 Fi's net exposure in Dollars a, b. Fi's net exposure in British pounds FI's not exposure in Dollars FI's not exposure in Japanese lyen FI's net exposure in Dollars d Expected loss or gain in Swiss francs SI e. Expected loss or gain in British pounds f Expected loss or gain in Japanese yen The following are the foreign currency positions of an Fl. expressed in the foreign currency Currency Assets Liabilities FX Bought FX Sold Swiss 59, 160 17,340 sf 22,440 British pound () 51,500 30,500 24,500 E 30,000 Japanese V9,100,000 V4,400,000 V2,500,000 V10,400,000 franc (Sf)Sf 141,780 st yen (V) The exchange rate of dollars for Sfis 1.02, of dollars for British pound is 131, and of dollars for yen is 00953 The following are the foreign currency positions converted to dollars: Currency Assets Liabilities FX Bought FX Sold Swiss franc (Sf) $139,000 $58,000 $17,000 $22,000 British $ 67,465 pound () $39,955 $32,095 $39, 300 Japanese $ 86,723 $41,932 $23, 825 $99,112 yen () a. What is the Fl's net exposure in Swiss francs stated in Swiss francs (Sf) and in dollars ($)? b. What is the Fi's net exposure in British pounds stated in British pounds (E) and in dollars ($)? c. What is the F's net exposure in Japanese yen stated in Japanese yen (m) and in dollars ($)? (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. (0.9., 32)) FI's net exposure in Swiss SI 67,465 francs FI's net exposure in Dollars a. b. FI's net exposure in British pounds Fi's net exposure In Dollars c. FI's net exposure in Japanese yen FI's net exposure in Dollars d Expected loss or gain in Swiss francs SI Expected loss or gain in British pounds f. Expected loss or gain in Japanese yen

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