Problem question #6 (17 marks) You work as a trader for Deutsche Bank. From the quote screen on your computer terminal, you notice that Dresdner Bank is quoting 0.7627/$1.00 and Credit Suisse is offering SFr1.1806/$1.00. You learn that UBS is making a direct market between the Swiss franc and the euro, with a current /SFr quote of 0.6395. A) Show how you can make a triangular arbitrage profit by trading at these prices. Assume you have $5,000,000 with which to conduct your arbitrage. (Ignore bid-ask spreads.) (6 marks) B) What happens if you initially sell dollars for Swiss francs? (6 marks) C) C What /SFr price will eliminate the triangular arbitrage? (5 marks) Enter your input data, formulae, and answers below this row, and show all calculation steps