ACI
3I0-012 · Question #105
You quote the following rates to a customer: Spot GBP/CHF 1.4535-45 6MGBP/CHF swap 46/41 At what rate do you sell GBP to a customer 6-month outright?
The correct answer is C. 1.4504. See the full explanation below for the reasoning.
Question
You quote the following rates to a customer:
Spot GBP/CHF 1.4535-45 6MGBP/CHF swap 46/41 At what rate do you sell GBP to a customer 6-month outright?
Options
- A1.4494
- B1.4499
- C1.4504
- D1.4586
How the community answered
(31 responses)- A6% (2)
- B16% (5)
- C74% (23)
- D3% (1)
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