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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?

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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

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