ACI
3I0-012 · Question #289
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?
The correct answer is D. 40. See the full explanation below for the reasoning.
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
How the community answered
(39 responses)- A13% (5)
- B3% (1)
- C8% (3)
- D77% (30)
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