ACI
3I0-012 · Question #652
Using the following rates: spot GBP/CHF 2.3785-15 spot CHF/SEK 5.5975-85 3M GBP/SEK swap 725/690 What is the price for 3-month outright GBP/SEK?
The correct answer is C. 13.2412-13.2638. See the full explanation below for the reasoning.
Question
Using the following rates:
spot GBP/CHF 2.3785-15 spot CHF/SEK 5.5975-85 3M GBP/SEK swap 725/690 What is the price for 3-month outright GBP/SEK?
Options
- A13.3860-13.4020
- B13.2435-13.2615
- C13.2412-13.2638
- D13.2445-13.2605
How the community answered
(47 responses)- A6% (3)
- B2% (1)
- C74% (35)
- D17% (8)
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