ACI
3I0-012 · Question #239
What is the result of combining a 1-month buy and sell FX swap with a 2-month sell and buy FX swap?
The correct answer is C. a 1- against 2-month sell and buy forward/forward FX swap. See the full explanation below for the reasoning.
Question
What is the result of combining a 1-month buy and sell FX swap with a 2-month sell and buy FX swap?
Options
- Aa 1x2 FRA short position
- Ba 1- against 2-month buy and sell forward/forward FX swap
- Ca 1- against 2-month sell and buy forward/forward FX swap
- Da 1- against 2-month forward/forward long position
How the community answered
(52 responses)- A6% (3)
- B4% (2)
- C83% (43)
- D8% (4)
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