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3I0-012 · Question #171

You are quoted the following market rates: Spot EUR/USD 1.3150 3M (92-day) EUR 0.20% 3M (92-day) USD 0.44% What is 3-month EUR/USD?

The correct answer is B. 1.3158. See the full explanation below for the reasoning.

Question

You are quoted the following market rates:

Spot EUR/USD 1.3150 3M (92-day) EUR 0.20% 3M (92-day) USD 0.44% What is 3-month EUR/USD?

Options

  • A1.3159
  • B1.3158
  • C1.3142
  • D1.3230

How the community answered

(19 responses)
  • A
    5% (1)
  • B
    84% (16)
  • C
    5% (1)
  • D
    5% (1)

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