Company N uses an online platform from Company L for its interbank operations in Europe, where ABC bank and PQR bank are currently being quoted. ABC bank offers a rate of $0\mathrm{.}8475/$$$1\mathrm{.}00,$ while PQR bank offers an exchange rate of SF$1\mathrm{.}2614/$$$.$ Currently, a direct market between the Swiss franc and the euro, with a $/$SF quote of $0\mathrm{.}7935.$ Show how you can make a triangular arbitrage profit by trading at these prices. Assume having $$7,500,100$ to conduct the arbitrage. What happens if you initially sell dollars for Swiss francs?What $/$SF price will eliminate triangular arbitrage?