ACI Dealing Certificate 3I0-012 Question # 367 Topic 15 Discussion

ACI Dealing Certificate 3I0-012 Question # 367 Topic 15 Discussion

3I0-012 Exam Topic 15 Question 367 Discussion:
Question #: 367
Topic #: 15

The two-week repo rate br the 5.25% bund 2007 is quoted to you at 3.33-38%. You agree to reverse in bonds worth EUR 266,125,000 with no initial margin. You would earn repo interest ot


A.

EUR 349,806


B.

EUR 344,632


C.

EUR 319,315


D.

EUR 324,110


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