ok -nces The following are the foreign currency positions of an H, expressed in the foreign currency: Assets Liabilities FX Bought FX Sold Sf 127,500 Sf 51,000 Sf 10, 200 Sf 15,300 £ 38,168 £ 16,794 £ 11,450 £. 15,267 ¥7,869,885 ¥3, 147,954 ¥1, 259, 181 ¥9, 233,998 Currency Swiss franc (Sf) British pound (£) Japanese yen (V) 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 EX Bought. $50,000 $22,001 $30,000 $10,000 $15,000 $12,000 FX Sold $15,000 $20,000 $88,000 a. What is the FI's net exposure in Swiss francs stated in Swiss francs (Sf) and in dollars ($)? b. What is the FI's net exposure in British pounds stated in British pounds (£) and in dollars. ($)? c. What is the FI's net exposure in Japanese yen stated in Japanese yen (*) and in dollars ($)? (Negative amounts s 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 ne amount. (e.g., 32)) f. What is the expected loss or gain if the exchange rate appreciates by 2 percent? (Negative amount should be in minus sign.).
ok -nces The following are the foreign currency positions of an H, expressed in the foreign currency: Assets Liabilities FX Bought FX Sold Sf 127,500 Sf 51,000 Sf 10, 200 Sf 15,300 £ 38,168 £ 16,794 £ 11,450 £. 15,267 ¥7,869,885 ¥3, 147,954 ¥1, 259, 181 ¥9, 233,998 Currency Swiss franc (Sf) British pound (£) Japanese yen (V) 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 EX Bought. $50,000 $22,001 $30,000 $10,000 $15,000 $12,000 FX Sold $15,000 $20,000 $88,000 a. What is the FI's net exposure in Swiss francs stated in Swiss francs (Sf) and in dollars ($)? b. What is the FI's net exposure in British pounds stated in British pounds (£) and in dollars. ($)? c. What is the FI's net exposure in Japanese yen stated in Japanese yen (*) and in dollars ($)? (Negative amounts s 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 ne amount. (e.g., 32)) f. What is the expected loss or gain if the exchange rate appreciates by 2 percent? (Negative amount should be in minus sign.).
Chapter1: Financial Statements And Business Decisions
Section: Chapter Questions
Problem 1Q
Related questions
Question
Transcribed Image Text:ok
-nces
The following are the foreign currency positions of an H, expressed in the foreign currency:
Assets
Liabilities FX Bought
FX Sold
Sf 127,500 Sf 51,000 Sf 10, 200 Sf 15,300
£ 38,168 £ 16,794 £ 11,450 £. 15,267
¥7,869,885 ¥3, 147,954 ¥1, 259, 181 ¥9, 233,998
Currency
Swiss franc (Sf)
British pound (£)
Japanese yen (V)
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 EX Bought.
$50,000
$22,001
$30,000
$10,000
$15,000
$12,000
FX Sold
$15,000
$20,000
$88,000
a. What is the FI's net exposure in Swiss francs stated in Swiss francs (Sf) and in dollars ($)?
b. What is the FI's net exposure in British pounds stated in British pounds (£) and in dollars. ($)?
c. What is the FI's net exposure in Japanese yen stated in Japanese yen (*) and in dollars ($)? (Negative amounts s
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 ne
amount. (e.g., 32))
f. What is the expected loss or gain if the exchange rate appreciates by 2 percent? (Negative amount should be in
minus sign.).
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