Take a look at On Demand Learning: Management Reporter Multicurrency Configuration for Microsoft Dynamics GP 2015 this is a tricky topic so having online learning is great.
On Demand Learning: Management Reporter Multicurrency Configuration for Microsoft Dynamics GP 2015 – Microsoft Dynamics GP Community
General Ledger & FinancialsReporting & BIMicrosoft & the GP EcosystemGP 2015
Archived post from 2016. Dynamics GP and the links it points to have changed since; check current documentation before relying on version-specific steps.