Question 2 Maximum loss with 95% confidence level = E(et) -(1.65 x 0p) Maximum loss with 97.5% confidence level = Elet) -(1.96 x 0p) You expect that Mexican peso will depreciate by 1% for the next month percentage changes in Mexican peso is 6%. Use the value-at-risk (VaR) month at the 95 percent confidential level. The current spot exchange rate is MXN14/USD. The monthly standard deviation of method to determine the maximum percentage loss of the Mexican peso over the next Question 2 Maximum loss with 95% confidence level = E(et) -(1.65 x 0p) Maximum loss with 97.5% confidence level = Elet) -(1.96 x 0p) You expect that Mexican peso will depreciate by 1% for the next month percentage changes in Mexican peso is 6%. Use the value-at-risk (VaR) month at the 95 percent confidential level. The current spot exchange rate is MXN14/USD. The monthly standard deviation of method to determine the maximum percentage loss of the Mexican peso over the next