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ACI

3I0-012 · Question #34

Lending for 3 months and borrowing for 6 months creates a 3x6 forward-forward deposit. The cost of that deposit is called:

The correct answer is B. Implied forward rate. See the full explanation below for the reasoning.

Question

Lending for 3 months and borrowing for 6 months creates a 3x6 forward-forward deposit. The cost of that deposit is called:

Options

  • AImplicit nominal rate
  • BImplied forward rate
  • CFunding rate
  • DEffective future rate

How the community answered

(53 responses)
  • A
    4% (2)
  • B
    77% (41)
  • C
    6% (3)
  • D
    13% (7)

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