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試験番号：3I0-012 資格問題集
試験科目：ACI Dealing Certificate
問題と解答：全740問

>>詳しい紹介はこちら

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NO.1 Are the forward points significantly affected by changes in the spot rate?
A. Never
B. For very large movements and longer terms
C. Always
D. Spot is the principal influence
Answer: B

ACI書籍   3I0-012フリーク   3I0-012講座   3I0-012関節

NO.2 Assuming a flat yield curve in both currencies, when quoting a 1- to 2-month forward FX time
option price in a currency pair trading at a discount to a customer:
A. you would take as bid rate the bid side of the 2-month forward and as offered rate the offered
side of the 1-month forward
B. you would take as bid rate the offered side of the 2-month forward and as offered rate the bid
side of the 1-month forward
C. you would take as bid rate the offered side of the 1-month forward and as offered rate the
offered side of the 2-month forward
D. you would take as bid rate the bid side of the 1-month forward and as offered rate the bid side of
the 2-month forward
Answer: A

ACI練習問題   3I0-012   3I0-012受験記

NO.3 From the following GBP deposit rates:
1. (30-day) GBP deposits 0.45% 2M (60-day) GBP deposits 0.50% 3M (91-day) GBP deposits 0.55%

NO.4 Which of the following is a Eurocurrency deposit?
A. A 3-month deposit of USD 10,000,000.00 offered by a US bank in New York
B. A 3-month deposit of USD 10,000,000.00 offered by the US branch of a UK bank in New York
C. A 3-month deposit of USD 10,000,000.00 offered by a US bank in London
D. A 3-month deposit of GBP 10,000,000.00 offered by the UK branch of a US bank in London
Answer: C

ACI   3I0-012ふりーく   3I0-012学校   3I0-012初心者   3I0-012

NO.5 (123-day) GBP deposits 0.65% 5M (153-day) GBP deposits 0.70% 6M (184-day) GBP deposits
0.75%
Calculate the 3x4 forward-forward rate.
A. 0.60%
B. 0.949%
C. 1.074%
D. 0.933%
Answer: D

ACI問題   3I0-012問題   3I0-012   3I0-012合格率   3I0-012講座
4. A 12-month EUR/USD swap is quoted at 41 / 44. EUR interest rates are expected to fall, with
USD interest rates remaining stable.
Assuming no change in the spot rate what effect would you expect on the forward points?
A. Unchanged
B. Move towards 28 / 31
C. Move towards 5 7 / 60
D. Insufficient information
Answer: C

ACI対策   3I0-012認定証   3I0-012勉強法   3I0-012勉強法   3I0-012

NO.6 Which of the following currencies is quoted on an ACT/ 360 basis in the money market?
A. SGD
B. PLN
C. GBP
D. NZD
Answer: D

ACI受験記   3I0-012内容   3I0-012ガイド   3I0-012赤本

NO.7 Clients of a voice-broker quote EUR/USD at 1.3556-61, 1.3559-62, 1.3557-63 and 1.3555-59.
What will be the broker's price?
A. 1.3559 choice
B. 1.3555-63
C. 1.3559-62
D. 1.3556-59
Answer: A

ACI   3I0-012問題   3I0-012認定証

NO.8 What are the primary reasons for taking an initial margin in a classic repo?
A. Counterparty risk and operational risk
B. Counterparty risk and legal risk
C. Collateral illiquidity and counterparty risk
D. Collateral illiquidity and legal risk
Answer: C

ACI vue   3I0-012科目   3I0-012費用

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試験番号：3I0-012問題集
試験科目：ACI 「ACI Dealing Certificate」
問題と解答：全740問

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NO.1 What is the amount of the principal plus interest due at maturity on a 1-month (32-day)
deposit of USD 50,000,000.00 placed at 0.37%?
A. EUR 50,015,416.67
B. EUR 50,016,219.18
C. EUR 50,016,444.44
D. EUR 50,016,958.33
Answer: C

ACI過去問   3I0-012   3I0-012認定資格   3I0-012

NO.2 Assuming a flat yield curve in both currencies, when quoting a 1- to 2-month forward FX time
option price in a currency pair trading at a discount to a customer:
A. you would take as bid rate the bid side of the 2-month forward and as offered rate the offered
side of the 1-month forward
B. you would take as bid rate the offered side of the 2-month forward and as offered rate the bid
side of the 1-month forward
C. you would take as bid rate the offered side of the 1-month forward and as offered rate the
offered side of the 2-month forward
D. you would take as bid rate the bid side of the 1-month forward and as offered rate the bid side of
the 2-month forward
Answer: A

ACI認定試験   3I0-012過去問   3I0-012認定証   3I0-012   3I0-012認定証

NO.3 If EUR/USD is quoted to you as 1.3050-53, does this price represent?
A. The number of EUR per USD
B. The number of USD per EUR
C. Depends on whether the price is being quoted in Europe or the US
D. Depends on whether the price is being quoted interbank or to a customer
Answer: B

ACI練習問題   3I0-012問題集   3I0-012   3I0-012   3I0-012認証試験   3I0-012

NO.4 A 7% CD was issued at par, which you now purchase at 6.75%. You would expect to pay:
A. The face value of the CD
B. More than the face value
C. Less than the face value
D. Too little information to decide
Answer: B

ACI参考書   3I0-012   3I0-012   3I0-012問題集   3I0-012過去問

NO.5 Are the forward points significantly affected by changes in the spot rate?
A. Never
B. For very large movements and longer terms
C. Always
D. Spot is the principal influence
Answer: B

ACI   3I0-012   3I0-012   3I0-012練習問題   3I0-012

NO.6 The seller of a EUR/RUB NDF could be:
A. a potential buyer of EUR against RUB
B. speculating on an appreciation of the Russian Rouble
C. expecting rising EUR/RUB exchange rates
D. a seller of Russian Rouble
Answer: B

ACI   3I0-012認証試験   3I0-012   3I0-012

NO.7 Which of the following is not a negotiable instrument?
A. CD
B. FRA
C. BA
D. ECP
Answer: B

ACI   3I0-012   3I0-012認定試験   3I0-012問題集   3I0-012過去問

NO.8 The tom/next GC repo rate for German government bonds is quoted to you at 1.75-80%. As
collateral, you sell EUR 10,000,000.00 nominal of the 5.25% Bund July 2012, which is worth EUR
11,260,000.00, with no initial margin. The Repurchase Price is:
A. EUR 10,000,500.00
B. EUR 10,000,486.11
C. EUR 11,260,563.00
D. EUR 11,260,547.36
Answer: C

ACI練習問題   3I0-012   3I0-012   3I0-012認定証   3I0-012練習問題

NO.9 Voice-brokers in spot FX act as:
A. Proprietary traders
B. Market-makers
C. Matched principals
D. Agents
Answer: D

ACI   3I0-012問題集   3I0-012   3I0-012

NO.10 Clients of a voice-broker quote EUR/USD at 1.3556-61, 1.3559-62, 1.3557-63 and 1.3555-59.
What will be the broker's price?
A. 1.3559 choice
B. 1.3555-63
C. 1.3559-62
D. 1.3556-59
Answer: A

ACI   3I0-012認定資格   3I0-012   3I0-012認証試験

NO.11 Which party usually takes an initial margin in a classic repo?
A. The buyer
B. The seller
C. Neither
D. Both
Answer: A

ACI   3I0-012   3I0-012認定試験   3I0-012練習問題   3I0-012

NO.12 You have taken 3-month (92 days) deposits of CAD 12,000,000.00 at 1.10% and CAD
6,000,000.00 at 1.04%. Minutes later, you quote 3-month CAD 1.09-14% to another bank. The other
dealer takes the CAD 18,000,000.00 at your quoted price. What is your profit or loss on this deal?
A. CAD 2,722.19
B. CAD 460.00
C. CAD 3,220.00
D. CAD 2,760.00
Answer: D

ACI過去問   3I0-012   3I0-012認定試験   3I0-012

NO.13 How many GBP would you have to invest at 0.55% to be repaid GBP 2,000,000.00 (principal
plus interest) in 90 days?
A. GBP 1,997,253.78
B. GBP 1,997,291.34
C. GBP 1,997,287.67
D. GBP 1,997,250.00
Answer: B

ACI認定資格   3I0-012   3I0-012問題集

NO.14 Today's spot value date is the 30th of June. What is the maturity date of a 2-month EUR
deposit deal today? Assume no bank holidays.
A. 27th August
B. 30th August
C. 31st August
D. 1 September
Answer: C

ACI過去問   3I0-012   3I0-012参考書   3I0-012   3I0-012過去問

NO.15 In GBP/CHF, you are quoted the following prices by four different banks. You are a buyer of
CHF. Which is the best quote for you?
A. 1.4340
B. 1.4343
C. 1.4337
D. 1.4335
Answer: B

ACI認証試験   3I0-012   3I0-012参考書   3I0-012認定資格   3I0-012

NO.16 (123-day) GBP deposits 0.65% 5M (153-day) GBP deposits 0.70% 6M (184-day) GBP deposits
0.75%
Calculate the 3x4 forward-forward rate.
A. 0.60%
B. 0.949%
C. 1.074%
D. 0.933%
Answer: D

ACI認定証   3I0-012練習問題   3I0-012   3I0-012
4. A 12-month EUR/USD swap is quoted at 41 / 44. EUR interest rates are expected to fall, with
USD interest rates remaining stable.
Assuming no change in the spot rate what effect would you expect on the forward points?
A. Unchanged
B. Move towards 28 / 31
C. Move towards 5 7 / 60
D. Insufficient information
Answer: C

ACI   3I0-012認証試験   3I0-012   3I0-012練習問題

NO.17 What is the maximum maturity of an unsecured USCP?
A. One year
B. 270 days
C. 183 days
D. 5 years
Answer: B

ACI   3I0-012   3I0-012認定試験

NO.18 A CD with a face value of EUR 10,000,000.00 and a coupon of 3% was issued at par for 182
days and is now trading at 3.10% with 120 days remaining to maturity. What has been the capital
gain or loss since issue?
A. -EUR 52,161.00
B. -t-EUR 47,839.00
C. -EUR 3,827.67
D. Nil
Answer: C

ACI認定証   3I0-012   3I0-012   3I0-012認定資格   3I0-012認定試験   3I0-012

NO.19 From the following GBP deposit rates:
1. (30-day) GBP deposits 0.45% 2M (60-day) GBP deposits 0.50% 3M (91-day) GBP deposits 0.55%

NO.20 The tom/next GC repo rate for German government bonds is quoted to you at 1.75-80%. As
collateral, you sell EUR 10,000,000.00 million nominal of the 5.25% Bund July 2012, which is worth
EUR 11,260,000.00. If you have to give an initial margin of 2%, the Repurchase Price is:
A. EUR 11,035,336.41
B. EUR 11,035,351.74
C. EUR 11,039,752.32
D. EUR 11,039,767.65
Answer: D

ACI認証試験   3I0-012過去問   3I0-012過去問

NO.21 What are the primary reasons for taking an initial margin in a classic repo?
A. Counterparty risk and operational risk
B. Counterparty risk and legal risk
C. Collateral illiquidity and counterparty risk
D. Collateral illiquidity and legal risk
Answer: C

ACI認定試験   3I0-012練習問題   3I0-012認定証   3I0-012   3I0-012   3I0-012認定試験

NO.22 You have quoted spot USD/CHF at 0.9423-26. Your customer says "I take 5". What does he
mean?
A. He buys CHF 5,000,000.00 at 0.9423
B. He buys CHF 5,000,000.00 at 0.9426
C. He buys USD 5,000,000.00 at 0.9423
D. He buys USD 5,000,000.00 at 0.9426
Answer: D

ACI   3I0-012   3I0-012認定試験

NO.23 As far as fineness and weight are concerned, what are the London Bullion Market Association
(LBMA) requirements for a "good delivery bar"?
A. at least 995 /1000 pure gold; weight between 350 and 430 fine ounces
B. minimum 999.9/1000 pure gold; weight between 350 and 430 fine ounces
C. at least 995 /1000 pure gold; weight of 400 fine ounces
D. minimum 995 /1000 pure gold; weight of 400 fine ounces
Answer: A

ACI   3I0-012参考書   3I0-012問題集   3I0-012認定試験   3I0-012参考書

NO.24 What is EONIA?
A. Volume-weighted average overnight EUR deposit rate
B. Volume-weighted average overnight EUR LIBOR
C. Arithmetic average overnight EUR deposit rate
D. ECB overnight lending rate
Answer: A

ACI認定資格   3I0-012   3I0-012認定試験

NO.25 What happens when a coupon is paid on bond collateral during the term of a classic repo?
A. Nothing
B. A margin call is triggered on the seller
C. A manufactured payment is made to the seller
D. Equivalent value plus reinvestment income is deducted from the repurchase price
Answer: C

ACI   3I0-012   3I0-012

NO.26 A "time option" is an outright forward FX transaction where the customer:
A. has the option to fulfill the outright forward or not at maturity
B. may freely choose the maturity, given a 24-hour notice to the bank
C. can choose any maturity within a previously fixed period
D. may decide to deal at the regular maturity or on either the business day before or after
Answer: C

ACI   3I0-012   3I0-012問題集

NO.27 Which of the following is a Eurocurrency deposit?
A. A 3-month deposit of USD 10,000,000.00 offered by a US bank in New York
B. A 3-month deposit of USD 10,000,000.00 offered by the US branch of a UK bank in New York
C. A 3-month deposit of USD 10,000,000.00 offered by a US bank in London
D. A 3-month deposit of GBP 10,000,000.00 offered by the UK branch of a US bank in London
Answer: C

ACI   3I0-012   3I0-012認定資格

NO.28 Which of the following CHF/JPY quotes that you have received is the best rate for you to buy
CHF?
A. 105.80
B. 105.75
C. 105.70
D. 105.85
Answer: C

ACI認定資格   3I0-012   3I0-012   3I0-012   3I0-012

NO.29 Which of the following currencies is quoted on an ACT/ 360 basis in the money market?
A. SGD
B. PLN
C. GBP
D. NZD
Answer: D

ACI練習問題   3I0-012認定証   3I0-012練習問題   3I0-012練習問題   3I0-012練習問題

NO.30 A bond is trading 50 basis points special for 1 week, while the 1-week GC repo rate is 3.25%. If
you held GBP 10,500,000.00 of this bond, what would be the cost of borrowing against it in the repo
market?
A. GBP 7,551.37
B. GBP 6,544.52
C. GBP 5,537.67
D. GBP 1,006.85
Answer: C

ACI認定証   3I0-012認定証   3I0-012   3I0-012   3I0-012

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試験番号：3I0-012問題集
試験科目：ACI 「ACI Dealing Certificate」
問題と解答：全740問

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NO.1 Today's spot value date is the 30th of June. What is the maturity date of a 2-month EUR
deposit deal today? Assume no bank holidays.
A. 27th August
B. 30th August
C. 31st August
D. 1 September
Answer: C

ACI   3I0-012   3I0-012   3I0-012   3I0-012過去問

NO.2 Which of the following is not a negotiable instrument?
A. CD
B. FRA
C. BA
D. ECP
Answer: B

ACI   3I0-012認定証   3I0-012   3I0-012参考書

NO.3 In GBP/CHF, you are quoted the following prices by four different banks. You are a buyer of
CHF. Which is the best quote for you?
A. 1.4340
B. 1.4343
C. 1.4337
D. 1.4335
Answer: B

ACI   3I0-012認定証   3I0-012   3I0-012認証試験

NO.4 A bond is trading 50 basis points special for 1 week, while the 1-week GC repo rate is 3.25%. If
you held GBP 10,500,000.00 of this bond, what would be the cost of borrowing against it in the repo
market?
A. GBP 7,551.37
B. GBP 6,544.52
C. GBP 5,537.67
D. GBP 1,006.85
Answer: C

ACI過去問   3I0-012   3I0-012認定資格   3I0-012認定試験

NO.5 The seller of a EUR/RUB NDF could be:
A. a potential buyer of EUR against RUB
B. speculating on an appreciation of the Russian Rouble
C. expecting rising EUR/RUB exchange rates
D. a seller of Russian Rouble
Answer: B

ACI   3I0-012   3I0-012過去問

NO.6 Assuming a flat yield curve in both currencies, when quoting a 1- to 2-month forward FX time
option price in a currency pair trading at a discount to a customer:
A. you would take as bid rate the bid side of the 2-month forward and as offered rate the offered
side of the 1-month forward
B. you would take as bid rate the offered side of the 2-month forward and as offered rate the bid
side of the 1-month forward
C. you would take as bid rate the offered side of the 1-month forward and as offered rate the
offered side of the 2-month forward
D. you would take as bid rate the bid side of the 1-month forward and as offered rate the bid side of
the 2-month forward
Answer: A

ACI認定証   3I0-012   3I0-012参考書   3I0-012認定資格

NO.7 You have taken 3-month (92 days) deposits of CAD 12,000,000.00 at 1.10% and CAD
6,000,000.00 at 1.04%. Minutes later, you quote 3-month CAD 1.09-14% to another bank. The other
dealer takes the CAD 18,000,000.00 at your quoted price. What is your profit or loss on this deal?
A. CAD 2,722.19
B. CAD 460.00
C. CAD 3,220.00
D. CAD 2,760.00
Answer: D

ACI認定資格   3I0-012   3I0-012参考書   3I0-012認定資格

NO.8 What are the primary reasons for taking an initial margin in a classic repo?
A. Counterparty risk and operational risk
B. Counterparty risk and legal risk
C. Collateral illiquidity and counterparty risk
D. Collateral illiquidity and legal risk
Answer: C

ACI認証試験   3I0-012認証試験   3I0-012   3I0-012過去問

NO.9 As far as fineness and weight are concerned, what are the London Bullion Market Association
(LBMA) requirements for a "good delivery bar"?
A. at least 995 /1000 pure gold; weight between 350 and 430 fine ounces
B. minimum 999.9/1000 pure gold; weight between 350 and 430 fine ounces
C. at least 995 /1000 pure gold; weight of 400 fine ounces
D. minimum 995 /1000 pure gold; weight of 400 fine ounces
Answer: A

ACI   3I0-012   3I0-012認定資格   3I0-012

NO.10 What is the amount of the principal plus interest due at maturity on a 1-month (32-day)
deposit of USD 50,000,000.00 placed at 0.37%?
A. EUR 50,015,416.67
B. EUR 50,016,219.18
C. EUR 50,016,444.44
D. EUR 50,016,958.33
Answer: C

ACI   3I0-012練習問題   3I0-012

NO.11 Clients of a voice-broker quote EUR/USD at 1.3556-61, 1.3559-62, 1.3557-63 and 1.3555-59.
What will be the broker's price?
A. 1.3559 choice
B. 1.3555-63
C. 1.3559-62
D. 1.3556-59
Answer: A

ACI認定証   3I0-012   3I0-012

NO.12 Which of the following CHF/JPY quotes that you have received is the best rate for you to buy
CHF?
A. 105.80
B. 105.75
C. 105.70
D. 105.85
Answer: C

ACI問題集   3I0-012認証試験   3I0-012問題集

NO.13 A 7% CD was issued at par, which you now purchase at 6.75%. You would expect to pay:
A. The face value of the CD
B. More than the face value
C. Less than the face value
D. Too little information to decide
Answer: B

ACI過去問   3I0-012   3I0-012   3I0-012認定資格

NO.14 A CD with a face value of EUR 10,000,000.00 and a coupon of 3% was issued at par for 182
days and is now trading at 3.10% with 120 days remaining to maturity. What has been the capital
gain or loss since issue?
A. -EUR 52,161.00
B. -t-EUR 47,839.00
C. -EUR 3,827.67
D. Nil
Answer: C

ACI認証試験   3I0-012認定証   3I0-012   3I0-012問題集

NO.15 (123-day) GBP deposits 0.65% 5M (153-day) GBP deposits 0.70% 6M (184-day) GBP deposits
0.75%
Calculate the 3x4 forward-forward rate.
A. 0.60%
B. 0.949%
C. 1.074%
D. 0.933%
Answer: D

ACI   3I0-012練習問題   3I0-012過去問
4. A 12-month EUR/USD swap is quoted at 41 / 44. EUR interest rates are expected to fall, with
USD interest rates remaining stable.
Assuming no change in the spot rate what effect would you expect on the forward points?
A. Unchanged
B. Move towards 28 / 31
C. Move towards 5 7 / 60
D. Insufficient information
Answer: C

ACI   3I0-012   3I0-012過去問

NO.16 Which of the following currencies is quoted on an ACT/ 360 basis in the money market?
A. SGD
B. PLN
C. GBP
D. NZD
Answer: D

ACI参考書   3I0-012   3I0-012練習問題   3I0-012過去問   3I0-012

NO.17 From the following GBP deposit rates:
1. (30-day) GBP deposits 0.45% 2M (60-day) GBP deposits 0.50% 3M (91-day) GBP deposits 0.55%

NO.18 What is the maximum maturity of an unsecured USCP?
A. One year
B. 270 days
C. 183 days
D. 5 years
Answer: B

ACI認定証   3I0-012認定試験   3I0-012   3I0-012認定資格

NO.19 Which party usually takes an initial margin in a classic repo?
A. The buyer
B. The seller
C. Neither
D. Both
Answer: A

ACI   3I0-012問題集   3I0-012認定資格   3I0-012

NO.20 Are the forward points significantly affected by changes in the spot rate?
A. Never
B. For very large movements and longer terms
C. Always
D. Spot is the principal influence
Answer: B

ACI認定証   3I0-012認定試験   3I0-012

NO.21 The tom/next GC repo rate for German government bonds is quoted to you at 1.75-80%. As
collateral, you sell EUR 10,000,000.00 nominal of the 5.25% Bund July 2012, which is worth EUR
11,260,000.00, with no initial margin. The Repurchase Price is:
A. EUR 10,000,500.00
B. EUR 10,000,486.11
C. EUR 11,260,563.00
D. EUR 11,260,547.36
Answer: C

ACI   3I0-012練習問題   3I0-012

NO.22 What happens when a coupon is paid on bond collateral during the term of a classic repo?
A. Nothing
B. A margin call is triggered on the seller
C. A manufactured payment is made to the seller
D. Equivalent value plus reinvestment income is deducted from the repurchase price
Answer: C

ACI認定試験   3I0-012   3I0-012

NO.23 A "time option" is an outright forward FX transaction where the customer:
A. has the option to fulfill the outright forward or not at maturity
B. may freely choose the maturity, given a 24-hour notice to the bank
C. can choose any maturity within a previously fixed period
D. may decide to deal at the regular maturity or on either the business day before or after
Answer: C

ACI   3I0-012   3I0-012認定試験   3I0-012認定試験   3I0-012参考書   3I0-012

NO.24 What is EONIA?
A. Volume-weighted average overnight EUR deposit rate
B. Volume-weighted average overnight EUR LIBOR
C. Arithmetic average overnight EUR deposit rate
D. ECB overnight lending rate
Answer: A

ACI   3I0-012   3I0-012

NO.25 You have quoted spot USD/CHF at 0.9423-26. Your customer says "I take 5". What does he
mean?
A. He buys CHF 5,000,000.00 at 0.9423
B. He buys CHF 5,000,000.00 at 0.9426
C. He buys USD 5,000,000.00 at 0.9423
D. He buys USD 5,000,000.00 at 0.9426
Answer: D

ACI練習問題   3I0-012   3I0-012

NO.26 The tom/next GC repo rate for German government bonds is quoted to you at 1.75-80%. As
collateral, you sell EUR 10,000,000.00 million nominal of the 5.25% Bund July 2012, which is worth
EUR 11,260,000.00. If you have to give an initial margin of 2%, the Repurchase Price is:
A. EUR 11,035,336.41
B. EUR 11,035,351.74
C. EUR 11,039,752.32
D. EUR 11,039,767.65
Answer: D

ACI   3I0-012問題集   3I0-012認定証

NO.27 Voice-brokers in spot FX act as:
A. Proprietary traders
B. Market-makers
C. Matched principals
D. Agents
Answer: D

ACI問題集   3I0-012   3I0-012   3I0-012

NO.28 If EUR/USD is quoted to you as 1.3050-53, does this price represent?
A. The number of EUR per USD
B. The number of USD per EUR
C. Depends on whether the price is being quoted in Europe or the US
D. Depends on whether the price is being quoted interbank or to a customer
Answer: B

ACI過去問   3I0-012認証試験   3I0-012   3I0-012   3I0-012

NO.29 How many GBP would you have to invest at 0.55% to be repaid GBP 2,000,000.00 (principal
plus interest) in 90 days?
A. GBP 1,997,253.78
B. GBP 1,997,291.34
C. GBP 1,997,287.67
D. GBP 1,997,250.00
Answer: B

ACI   3I0-012参考書   3I0-012参考書

NO.30 Which of the following is a Eurocurrency deposit?
A. A 3-month deposit of USD 10,000,000.00 offered by a US bank in New York
B. A 3-month deposit of USD 10,000,000.00 offered by the US branch of a UK bank in New York
C. A 3-month deposit of USD 10,000,000.00 offered by a US bank in London
D. A 3-month deposit of GBP 10,000,000.00 offered by the UK branch of a US bank in London
Answer: C

ACI   3I0-012   3I0-012   3I0-012問題集   3I0-012

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