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You quote the following rate to a customer: GBP/CHF 2.005/10, 3 months GBP/CHF swap 120/115 at what rate do you sell GBP to a customer

You quote the following rate to a customer: GBP/CHF 2.005/10, 3 months GBP/CHF swap 120/115 at what rate do you sell GBP to a customer three months outright?

A. 2.2125

B. 2.1885

C. 2.1895

D. 2.1890

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