From the following GBP deposit rates:

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answerhappygod
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From the following GBP deposit rates:

Post by answerhappygod »

From the following GBP deposit rates:

1M (30-day) GBP deposits 0.45%
2M (60-day) GBP deposits 0.50%
3M (91-day) GBP deposits 0.55%
4M (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%
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