Online Access Free 3I0-012 Exam Questions

You are quoted the following market rates:
Spot AUD/USD 1.0380-85 0/N AUD/USD swap 2.42/2.35 TIN AUD/USD swap 0.82/0.79 S/N AUD/USD swap 0.80/0.77
Where can you buy AUD against USD for value tomorrow?

• A.1.038579
• B.1.038582
• C.1.038421
• D.1.038418

The gamma of an option is:

• A.The sensitivity of the delta to changes in the value of the underlying
• B.The sensitivity of the option value to changes in volatility
• C.The sensitivity of the option value to changes in the time to expiry
• D.The sensitivity of the option value to changes in the price of the underlying

Under Basel rules, what is the meaning of RWA?

• A.Risk Weighted Assets
• B.Risk Weighted Adjustments
• C.Recovery Weighted Assets
• D.Risk Weighted Average

For which country's currency is SEK the ISO code?

• A.Sri Lanka
• B.South Korea
• C.Slovakia
• D.Sweden

You need to buy USD 5,000,000 against GBP and are quoted the following rates concurrently by two separate banks: 1.6045-50 and 1.6047-52. At which rate do you trade?

• A.1.6047
• B.1.6052
• C.1.6045
• D.1.6050