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3I0-012 · Question #477

You are quoted the following market rates: Spot EUR/USD 1.3010 6M (181-day) EUR 0.30% 6M (181-day) USD 0.50% What is 6-month EUR/USD?

The correct answer is B. 1.3023. See the full explanation below for the reasoning.

Question

You are quoted the following market rates:

Spot EUR/USD 1.3010 6M (181-day) EUR 0.30% 6M (181-day) USD 0.50% What is 6-month EUR/USD?

Options

  • A1.2993
  • B1.3023
  • C1.3141
  • D1.4323

How the community answered

(44 responses)
  • A
    5% (2)
  • B
    75% (33)
  • C
    7% (3)
  • D
    14% (6)

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