ACI Dealing Certificate 3I0-012 Question # 361 Topic 14 Discussion

ACI Dealing Certificate 3I0-012 Question # 361 Topic 14 Discussion

3I0-012 Exam Topic 14 Question 361 Discussion:
Question #: 361
Topic #: 14

You quote the following rates to a customer spot GBP/CHF 2.2005-10

3M GBP/CHF swap 120/115

At what rate do you sell GBP to a customer 3-month outright?


A.

2.1890


B.

2.2125


C.

2.1895


D.

2.1885


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