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Example 2: - Bank A: EUR/USD =1.4052/40 - Bank B: USD/CHF =1.1807/74 - Bank C: EUR/CHF = 1.6375/49 Given this information, is triangle arbitrage possible?
Example 2: - Bank A: EUR/USD =1.4052/40 - Bank B: USD/CHF =1.1807/74 - Bank C: EUR/CHF = 1.6375/49 Given this information, is triangle arbitrage possible? Compute the profit from this strategy if you had EUR 150,000 to use
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