Assume you are a trader with Deutsche Bank. From the quote screen on your computer terminal, you notice that Dresdner Bank is quoting 0.7627 for 1USD while Credit Suisse is offering SF1.1806 for 1USD. You learn that Union Bank of Switzerland is offering a direct market transaction between the Swiss franc and the euro, with a current quote of 0.6395 per SF 1.00. Show how you can make a triangular arbitrage profit from these rates. (Ignore bidask spreads for this problem.) Assume you have $5,000,000 to undertake the arbitrage. At what /SF rate will eliminate triangular arbitrage?