The following are the foreign currency positions of an FI, expressed in the foreign currency:...
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The following are the foreign currency positions of an FI, expressed in the foreign currency: Currency Swiss franc (Sf) British pound () Japanese yen () Assets Sf 127,500 38,168 7,869,885 Liabilities Sf 51,000 f 16,794 3, 147,954 FX Bought Sf 10,200 f 11,450 1,259,181 FX Sold Sf 15,300 f 15,267 9,233,998 The exchange rate of dollars for Sf is 1.02, of dollars for British pound is 1.31, and of dollars for yen is 0.00953. The following are the foreign currency positions converted to dollars: Currency Swiss franc (Sf) British pound () Japanese yen () Assets $125,000 $ 50,000 $ 75,000 Liabilities $50,000 $22,001 $30,000 FX Bought $10,000 $15,000 $12,000 FX Sold $15,000 $20,000 $88,000 a. What is the Fl's net exposure in Swiss francs stated in Swiss francs (Sf) and in dollars ($)? b. What is the Fl's net exposure in British pounds stated in British pounds () and in dollars ($)? c. What is the Fi's net exposure in Japanese yen stated in Japanese yen () and in dollars ($)? (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 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.) a. Sf FI's net exposure in Swiss francs FI's net exposure in Dollars 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 Sf 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 FI, expressed in the foreign currency: Currency Swiss franc (Sf) British pound () Japanese yen () Assets Sf 127,500 38,168 7,869,885 Liabilities Sf 51,000 f 16,794 3, 147,954 FX Bought Sf 10,200 f 11,450 1,259,181 FX Sold Sf 15,300 f 15,267 9,233,998 The exchange rate of dollars for Sf is 1.02, of dollars for British pound is 1.31, and of dollars for yen is 0.00953. The following are the foreign currency positions converted to dollars: Currency Swiss franc (Sf) British pound () Japanese yen () Assets $125,000 $ 50,000 $ 75,000 Liabilities $50,000 $22,001 $30,000 FX Bought $10,000 $15,000 $12,000 FX Sold $15,000 $20,000 $88,000 a. What is the Fl's net exposure in Swiss francs stated in Swiss francs (Sf) and in dollars ($)? b. What is the Fl's net exposure in British pounds stated in British pounds () and in dollars ($)? c. What is the Fi's net exposure in Japanese yen stated in Japanese yen () and in dollars ($)? (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 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.) a. Sf FI's net exposure in Swiss francs FI's net exposure in Dollars 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 Sf e. Expected loss or gain in British pounds f. Expected loss or gain in Japanese yen
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