ACI
3I0-012 · Question #242
Using the following rates: Spot GBP/CHF 1.4235-55 Spot CHF/SEK 6.8815-45 3M GBP/SEK swap 140/150 What is the price for 3-month outright GBP/SEK?
The correct answer is A. 9.8141-9.8246. See the full explanation below for the reasoning.
Question
Using the following rates:
Spot GBP/CHF 1.4235-55 Spot CHF/SEK 6.8815-45 3M GBP/SEK swap 140/150 What is the price for 3-month outright GBP/SEK?
Options
- A9.8141-9.8246
- B9.8108-9.8279
- C9.8098-9.8289
- D9.8151-9.8236
How the community answered
(24 responses)- A75% (18)
- B13% (3)
- C8% (2)
- D4% (1)
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