Assume you are a trader with Deutsche Bank, From the quote screen on your computer terminal, you notice that Commerzbank is quoting 0.7877/$1.00, and Credit Sulsse is offering SFr1.2056/\$1.00. You learn that UBS is making a direct market between the Swiss franc and the euro, with a current E/SF quote of 0.6145 . Show how you can make a triangular arbitrage profit by trading at these. prices, lgnore bid-ask spreads for this problem. Assume you have $5,005,000 with which to conduct the arbitrage. Enter only the numeric portion of your answer without the currency symbols. Required: a. What is the implied CISFr cross-rate derived from the dollar exchange rates quoted by Commerzbank and Credit Suisse? b-1. Describe the sequence of transactions you should undertake to eam a triangular arbitrage profit. b-2. What is your triangular arbitrage profit? c. What happens if you initially sell dollars for Swiss francs? d. What SFF price will eliminate triangular arbitrage