Question: Based on this table (buy exchange rate), make triangle arbitrage between: a. USD-JPY-GBP-USD b. USD-AUD-JPY-USD Your capital is $100 millions and the percentage of bid-ask

Based on this table (buy exchange rate), make triangle arbitrage between: a. USD-JPY-GBP-USD b. USD-AUD-JPY-USD
Your capital is $100 millions and the percentage of bid-ask rate is 5%.
United Hong | Japanesepeso CurrencyKindom US Dollar Dollar Japanese Mexican Yen codsmesPound Dollar 0.660.7847 008244 0.0080970.04862 0321.227201289 0.07604 1.1892 0.1249 0.012270.07369 0.6395 GBP USD AUD EUR HKD JPY MXN 1.564 15156 0,969 15156 12746 0.8149 0.84 12.1318 7.75678006 95198 123.531 78.9814 81.5182 96.9266 10.182860058 20.5936 13.1669 13.5916188 1.6976 0.1667 68 77567-80006 | 9.5198 | 0.1051 : 0.09822 0.5898
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
