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3I0-012 · Question #521

3I0-012 Question #521: Real Exam Question with Answer & Explanation

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Question

On fixing date, the settlement payment of an NDF reflects the differential between the agreed forward rate and:

Options

  • Athe fixing spot rate
  • Bthe daily high
  • Cthe days' average rate
  • Dthe average rate over the NDF period

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