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ACI

3I0-012 · Question #653

The market is quoting: 1-month (31-day) USD. 1.75% 3-month (91-day) USD. 2.05% What is the 1x3 rate in USD?

The correct answer is B. 2.202%. See the full explanation below for the reasoning.

Question

The market is quoting:

1-month (31-day) USD. 1.75% 3-month (91-day) USD. 2.05% What is the 1x3 rate in USD?

Options

  • A4.261%
  • B2.202%
  • C1.900%
  • D1.592%

How the community answered

(16 responses)
  • A
    6% (1)
  • B
    81% (13)
  • D
    13% (2)

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