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The following are the foreign currency positions of an FI,expressed in the foreign currency:CurrencyAssetsLiabilitiesFX BoughtFX SoldSwiss franc (Sf)Sf132,600Sf54,570Sf12,750Sf17,850British pound (£)£42,500£21,500£15,500£22,000Japanese yen (¥)¥8,200,000¥3,500,000¥1,600,000¥9,100,000The exchange rate of dollars for Sf is 1.02, of dollars for Britishpound is 1.31, and of dollars for yen is .00953.The following are the foreign currency positions converted todollars:CurrencyAssetsLiabilitiesFX BoughtFX SoldSwiss franc (Sf)$130,000$53,500$12,500$17,500British pound (£)$55,675$28,165$20,305$28,820Japanese yen (¥)$78,146$33,355$15,248$86,723a. What is the FI’s net exposure in Swiss francsstated in Swiss francs (Sf) and in dollars ($)?b. What is the FI’s net exposure in British poundsstated in British pounds (£) and in dollars ($)?c. What is the FI’s net exposure in Japanese yenstated in Japanese yen (¥) and in dollars ($)? (Negativeamounts should be indicated by a minus sign.)d. What is the expected loss or gain if the Sfexchange rate appreciates by 1 percent?e. What is the expected loss or gain if the £exchange rate appreciates by 1 percent? (Round your answerto 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 amountshould be indicated by a minus sign. Round your answer to thenearest whole dollar amount. (e.g., 32))
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