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Consider the following exchange rates: 1 AUD = 0 . 6 GBP ( AUD / GBP ) 1 GBP = 1 7 0 JPY (

Consider the following exchange rates:
1 AUD =0.6 GBP (AUD/GBP)
1 GBP =170 JPY (GBP/JPY)
1 AUD = JPY (AUD/JPY) To identify a potential triangular arbitrage opportunity, what value of could be indicative of
such an opportunity when converting from AUD -> JPY -> GPB ->AUD?A.
Any number less than 102 may indicate a potential triangular arbitrage opportunity.
B.
Any number larger than 98.8 may indicate a potential triangular arbitrage opportunity.
C.
Any number larger than 102 may indicate a potential triangular arbitrage opportunity.
D.
Any number less than 98.8 may indicate a potential triangular arbitrage opportunity.

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