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3I0-012 · Question #289

3I0-012 Question #289: Real Exam Question with Answer & Explanation

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Question

The 180-day CAD/CHF rate is bid 62 and the 90-day CAD/CHF rate is bid 29. What is the bid rate for 120 days, assuming straight-line interpolation?

Options

  • A33
  • B42
  • C27
  • D40

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