Question: 2. Triangular Arbitrage Assuming the following quotes, calculate how a market trader at Citibank with $1,000,000 can make an intermarket arbitrage proft: Citibank quotes U.S.
2. Triangular Arbitrage Assuming the following quotes, calculate how a market trader at Citibank with $1,000,000 can make an intermarket arbitrage proft: Citibank quotes U.S. dollar per pound National Westminster quotes euros per pound: Deutschebank quotes U.S. dollar per euro $1.5900E 1.2000/E $1.3245/
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