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3I0-012 · Question #607

3I0-012 Question #607: Real Exam Question with Answer & Explanation

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Question

You quote the following rates to a customer spot GBP/CHF 2.2005-10 3M GBP/CHF swap 120/115 At what rate do you sell GBP to a customer 3-month outright?

Options

  • A2.1890
  • B2.2125
  • C2.1895
  • D2.1885

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