ACI
3I0-012 · Question #169
You are quoted the following rates: Spot GBP/USD 1.5295-00 Spot USD/CHF 0.9320-23 6M GBP/USD swap 16/12 6M USD/CHF swap 22/18 Where can you buy GBP against CHF 6-month outright?
The correct answer is D. 1.4225. See the full explanation below for the reasoning.
Question
You are quoted the following rates:
Spot GBP/USD 1.5295-00 Spot USD/CHF 0.9320-23 6M GBP/USD swap 16/12 6M USD/CHF swap 22/18 Where can you buy GBP against CHF 6-month outright?
Options
- A1.4206
- B1.4215
- C1.4217
- D1.4225
How the community answered
(30 responses)- A13% (4)
- B7% (2)
- C3% (1)
- D77% (23)
Community Discussion
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