Question: Evaluate the arbitrage opportunity with the triangular arbitrage methods for the following currency pairs and identify the preferred direction of trade Bid Ask CHFUSD 1.0178
Evaluate the arbitrage opportunity with the triangular arbitrage methods for the following currency pairs and identify the preferred direction of trade
Bid Ask
CHFUSD 1.0178 1.0202
USDGBP 0.7434 0.7443
CHFGBP 0.6512 0.6534
Please calculate both directions and provide the answers. In your answer below, you could provide a 3x3 table (see the top right corner of the text box) and add the following:
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