Question: On December 31 , 2001 Historic Bank had long positions of 200,000,000 Japanese Yen and 50,000,000 Swiss Francs. The closing exchange rates were x92/$

On December 31 , 2001 Historic Bank had long positions of 200,000,000

On December 31 , 2001 Historic Bank had long positions of 200,000,000 Japanese Yen and 50,000,000 Swiss Francs. The closing exchange rates were x92/$ and Swfl .89/$. 82. What were the respective positions of the two currencies in dollars? A. $2,173,913 and $94,500,000. B. and $26,455,026. C. $2,173,913 and $26,455,026. D. and $94500,OOO. E. None of the above. 83. What is the value of delta for the respective positions of the two currencies in dollars? A. and -$50,000,000. B. -$21524 and -$261 ,930. C. -$21524 and -$50,000,000. D. and -$261,640. E. -$21524 and -$317 ,642.

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