Calculate the volatility of the USD/AUD over this period. You have calculated the following daily returns and the mean daily return for the USD/AUD. 
A) 1.04%
B) 0.85%
C) 1.83%
D) 2.00%
Correct Answer:
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Q4: The USD/AUD exchange rate on 31 December
Q5: Calculate the mean return of the USD/AUD
Q6: Calculate the mean of the expected percentage
Q7: Calculate the standard deviation of the expected
Q8: Calculate the variance of the expected percentage
Q10: Calculate the mean absolute deviation of the
Q11: 'Value-at-risk' refers to:
A) foreign exchange exposure
B) the
Q12: The main problem with the parametric approach
Q13: Distributions of financial returns are not normal
Q14: The benefits offered by the value-at-risk methodology
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