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3I0-012 · Question #572

Click on the Exhibit Button to view the Formula Sheet. Bank A pays for EURO 5 m at 1.1592. Bank B offers EURO 10 m at 1.1597. Broker XYZ quotes to the market EURO /USD 1.1592/97. Bank C takes the…

The correct answer is B. The name of Bank B only. See the full explanation below for the reasoning.

Question

Click on the Exhibit Button to view the Formula Sheet. Bank A pays for EURO 5 m at 1.1592. Bank B offers EURO 10 m at 1.1597. Broker XYZ quotes to the market EURO /USD 1.1592/97. Bank C takes the offer at 97. The broker is obliged to reveal:

Options

  • AThe name of Banks A and B.
  • BThe name of Bank B only.
  • CThe amount that was bid but not the name of Bank A.
  • DNone of the above

How the community answered

(50 responses)
  • A
    12% (6)
  • B
    78% (39)
  • C
    6% (3)
  • D
    4% (2)

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