Question: Question 8 You have been provided with the following data of XYZ bank. Assets Estimated DEAR IS, FX IS,B FX, B Shares (S) $300 000

Question 8

You have been provided with the following data of XYZ bank. Assets Estimated DEAR IS, FX IS,B FX, B Shares (S) $300 000 -0.10 0.75 0.20 Foreign exchange (FX) $200 000 Bonds (B) $250 000 The DEAR for the portfolio with correlation coefficients is : ( round to 2 decimals) O A. $520230 O B. $659220 O C. $559464 O D. $750,000.00 O E. No enough information to calculate

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