ACI
3I0-012 · Question #442
You are quoted the following rates: Spot USD/JPY 97.10-15 3M USD/JPY swap 9/6 Spot USD/CHF 0.9320-23 3M USD/CHF swap 11/8 Where can you sell CHF against JPY 3-month outright?
The correct answer is A. 104.14. See the full explanation below for the reasoning.
Question
You are quoted the following rates:
Spot USD/JPY 97.10-15 3M USD/JPY swap 9/6 Spot USD/CHF 0.9320-23 3M USD/CHF swap 11/8 Where can you sell CHF against JPY 3-month outright?
Options
- A104.14
- B104.21
- C104.23
- D104.30
How the community answered
(30 responses)- A73% (22)
- B3% (1)
- C7% (2)
- D17% (5)
Community Discussion
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