ACI
3I0-012 · Question #173
You are quoted the following rates: Spot GBP/CHF 1.4535-45 3M GBP/CHF swap 22/19 At what rate can you sell GBP against CHF outright 3-month?
The correct answer is C. 1.4513. See the full explanation below for the reasoning.
Question
You are quoted the following rates:
Spot GBP/CHF 1.4535-45 3M GBP/CHF swap 22/19 At what rate can you sell GBP against CHF outright 3-month?
Options
- A1.4523
- B1.4526
- C1.4513
- D1.4516
How the community answered
(19 responses)- A16% (3)
- B11% (2)
- C68% (13)
- D5% (1)
Community Discussion
No community discussion yet for this question.