Question: The following table shows the probability distribution related to changes in the exchange rate and in the domestic currency value of foreign assets: Probability 2

The following table shows the probability distribution related to changes in the exchange rate and in the domestic currency value of foreign assets:

Probability

2 0.2 0.1 0.1

4 1 0.25 0.1

6 1.5 0.25 0.2

9 3 0.33 0.1

10 4.5 0.45 0.5

Calculate expected values and variances forand ?

Calculate exposure, ?

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