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ACI

3I0-012 · Question #608

Lending for 3 months and borrowing for 6 months creates a 3x6 forward-forward deposit. The cost of that deposit is called:

The correct answer is D. All of the above. See the full explanation below for the reasoning.

Question

Lending for 3 months and borrowing for 6 months creates a 3x6 forward-forward deposit. The cost of that deposit is called:

Options

  • ABreak-even rate
  • BImplied rate
  • CForward-forward rate
  • DAll of the above

How the community answered

(42 responses)
  • A
    7% (3)
  • B
    12% (5)
  • C
    2% (1)
  • D
    79% (33)

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