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You Are Quoted the Following Market Rates: Spot EUR/USD         1

Question 37

Multiple Choice

You are quoted the following market rates: Spot EUR/USD         1.3097-00 0/N EUR/USD swap         0.08/0.11 TIN EUR/USD swap         0.29/0.34 S/N EUR/USD swap         0.10/0.13 Where can you buy EUR against USD for value tomorrow?


A) 1.299971
B) 1.309966
C) 1.309971
D) 1.310029

Correct Answer:

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