Question: What is the Dear (at 5% level) on a foreign exchange trading position of US1.8 million if the exchange rate is 1US = 1.2AUD and

What is the Dear (at 5% level) on a foreign exchange trading position of US1.8 million if the exchange rate is 1US = 1.2AUD and standard deviation of the exchange rate was 60bps.

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What is the Dear (at 5% level) on a foreign exchange trading position of US1.8 million if the exchange rate is 1US = 1.2AUD and standard deviation of the exchange rate was 60bps.

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