ACI
3I0-012 · Question #150
From the following AUD rates: 3M AUD (91-day) deposits 2.35% 3x6 AUD (90-day) FRA 2.55% Calculate the 6-month implied cash rate.
The correct answer is B. 2.46%. See the full explanation below for the reasoning.
Question
From the following AUD rates:
3M AUD (91-day) deposits 2.35% 3x6 AUD (90-day) FRA 2.55% Calculate the 6-month implied cash rate.
Options
- A2.37%
- B2.46%
- C2.55%
- D4.90%
How the community answered
(18 responses)- A6% (1)
- B72% (13)
- C17% (3)
- D6% (1)
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