Assume that you are a trader with Deutsche Bank. From the quote system on your computer terminal, you notice that Dresdner Bank is quoting 0.7627/$1 and Credit Suisse is offering SFr1.1806/$1. You learn that USB is making a direct market between the Swiss franc and the euro, with a current /SFr quote of 0.6395. Assume you have $5,000,000 to conduct the arbitrage. Show the steps you would take to make a triangular arbitrage profit by trading at these prices. (Ignore bid-ask spreads for this problem). What /SFr price will eliminate triangular arbitrage?