SUGGESTED ANSWERS TO ROLLS-ROYCE LIMITED
1. Describe the factors you would need to know to assess the economic impact on Roll-Royce of the change in the
dollar:sterling exchange rate. Does inflation affect Rolls-Royce’s exposure?
ANSWER. Rolls-Royce’s economic exposure is separable into transaction exposure and operating exposure. The
transaction exposure is based on the remaining dollar-denominated engine contracts outstanding. Rolls’s operating
2. Given these factors, how would you calculate Rolls-Royce’s economic exposure?
ANSWER. The price elasticity of demand on new orders is probably very high, unless Rolls has some unique
technology or its service and products are recognized to be of higher quality than its competitors. This is unlikely to
be the case given the competitive nature of the jet engine industry. On the other hand, the price elasticity of demand
3. Suppose Rolls-Royce had hedged its dollar contracts. Would it now be facing any economic exposure? How
about inflation risk?