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3I0-012 · Question #236

3I0-012 Question #236: Real Exam Question with Answer & Explanation

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Question

3-month USD/CHF is quoted at 12/10. Interest rates in Switzerland are reduced but USD rates (which are higher) are unchanged. What would you expect the 3-month forward USD/CHF rate to be?

Options

  • Aunchanged
  • B15/13
  • C10/8
  • D6/4

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