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    From the Following AUD Rates: 3M AUD (91-Day) Deposits     2
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From the Following AUD Rates: 3M AUD (91-Day) Deposits     2

Question 257

Question 257

Multiple Choice

From the following AUD rates: 3M AUD (91-day) deposits     2.35% 3x6 AUD (90-day) FRA     2.55% Calculate the 6-month implied cash rate.


A) 2.37%
B) 2.46%
C) 2.55%
D) 4.90%

Correct Answer:

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