3I0-008 試験問題を無料オンラインアクセス

Click on the Exhibit Button to view the Formula Sheet.
From the following GBP deposit rates:
1M (31-day) GBP deposits3.15%
2M (61-day) GBP deposits3.25%
3M (91-day) GBP deposits3.41%
4M (120-day) GBP deposits3.56%
5M (152-day) GBP deposits3.73%
6M (182-day) GBP deposits3.90%
calculate the 3x4 forward-forward rate.

• A.3.410%
• B.3.977%
• C.3.997%
• D.3.996%

Click on the Exhibit Button to view the Formula Sheet. You buy a 181-day 2.75% CD with a face value of USD 1,500,000 at par when it is issued. You sell it in the secondary market after 150 days at 2.60%. What is your holding period yield?

• A.2.775%
• B.2.813%
• C.2.60%
• D.2.75%

Click on the Exhibit Button to view the Formula Sheet. You are quoting forward FX prices to a broker subject to finding a counterparty for a matching transaction. The Model Code says:

• A.For credit reasons, you must tell the broker when he presents a name.
• B.The Model Code does not make recommendations on this subject.
• C.You must tell the broker, who must qualify your quotes.
• D.You cannot do this.

Click on the Exhibit Button to view the Formula Sheet. Extended trading hours and off- premises dealing can involve additional hazards, the avoidance of which requires clear controls. The Model Code prescribes best market practice. Which of the following is true?

• A.Deals transacted after normal business hours or off-premises should only be undertaken on mobile phones approved by management.
• B.Off-premises dealing should be forbidden.
• C.After-hours trading should be forbidden.
• D.Deals transacted after normal business hours or off-premises either by mobile phones or any other equipment should only be undertaken with the approval of management.

Click on the Exhibit Button to view the Formula Sheet. What is the incentive for market- making?

• A.All of the above
• B.Relationships
• C.Bid/offer spread
• D.Flow information