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3I0-012 · Question #696

You are quoted the following market rates: spot EUR/USD. 1.2250 3M (91-day) EUR 2.55% 3M (91-day) USD. 2.00% What is 3-month EUR/USD?

The correct answer is B. 1.2233. See the full explanation below for the reasoning.

Question

You are quoted the following market rates:

spot EUR/USD. 1.2250 3M (91-day) EUR 2.55% 3M (91-day) USD. 2.00% What is 3-month EUR/USD?

Options

  • A1.2232
  • B1.2233
  • C1.2234
  • D1.2267

How the community answered

(60 responses)
  • A
    5% (3)
  • B
    83% (50)
  • C
    10% (6)
  • D
    2% (1)

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