ACI
3I0-012 · Question #697
You are quoted the following market rates: spot EUR/GBP 0.6670 6M (182-day) EUR 2.35% 6M (182-day) GBP 375% What is 6-month EUR/GBP?
The correct answer is B. 0.6715. See the full explanation below for the reasoning.
Question
You are quoted the following market rates:
spot EUR/GBP 0.6670 6M (182-day) EUR 2.35% 6M (182-day) GBP 375% What is 6-month EUR/GBP?
Options
- A0.6675
- B0.6715
- C0.6717
- D0.6718
How the community answered
(56 responses)- A13% (7)
- B80% (45)
- C5% (3)
- D2% (1)
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