AT THE END OF THE DAY
From Chapter 2 of Global Financial Markets
 

The precise amount of the exposure in US dollar terms = 90,000,000/5.80 = $15.517 million
A movement of one standard deviation is equivalent to:  0.005*15.517 million = $77,585

From the properties of the normal distribution, the potential gains or losses corresponding to moves in the range of 1, 2 and 3 standard deviations, and the probabilities of these moves, are as follows:
 

Range	Value	Probability
+/- 1 SD	+/-  77,585	0.6826
+/- 2 SD	+/- 155,170	0.9544
+/- 3 SD	+/- 232,755	0.9974

Click on the diagram below to download Allan Bluman's lecture notes on probability distributions
Ian Giddy
www.giddy.org