The following are the foreign exchange positions of a financial

匿名用户 最后更新于 2021-06-29 18:40 商科Business

The following are the foreign exchange positions of a financial 

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institution, expressed in US dollars:

     (1) What is the net exposure of financial institutions to Deutschmark?

(2) What is the net exposure to GBP?

(3) What is the net exposure to yen?

(4) What is the net exposure of financial institutions to foreign exchange?

(5) If the exchange rate of the Deutschmark appreciates by 1%, what is the expected loss or gain?

(6) What is the expected loss or gain if the pound appreciates by 1%?

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