help please

Assume you are a trader with Deutsche Bank. From the quote screen on your computer terminal, you notice that Commerzbank is quoting 60.7727/$1.00, and Credit Suisse is offering SFr1.1906/\$1.00. You learn that UBS is making a direct market between the Swiss franc and the euro, with a current C/SF r quote of 0.6295 . Show how you can make a triangular arbitrage profit by trading at these prices. Ignore bid-ask spreads for this problem. Assume you have $5,002,000 with which to conduct the arbitrage. Enter only the numeric portion of your answer without the currency symbols. Required: a. What is the implied /SFr 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 earn 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 C/SFr price will eliminate triangular arbitrage? (7) Answer is not complete. Complete this question by entering your answers in the tabs below. What is the implied C/SFr cross-rate derived from the dollar exchange rates quoted by Commerzbank and Credit Sulsse? Note: Do not round intermediate calculations. Round your answer to 4 decimal places. Complete this question by entering your answers in the tabs below. Describe the sequence of transactions you should undertake to earn a triangular arbitrage profit. Complete this question by entering your answers in the tabs below. What happens if you initially sell dollars for Swiss francs? Complete this question by entering your answers in the tabs below. What /SFr price will eliminate triangular arbitrage? Note: Do not round intermediate calculations. Round your answer to 4 decimal places. Complete this question by entering your answers in the tabs below. What is your triangular arbitrage profit? Note: Do not round intermediate calculations. Round your final answer to nearest whole dollar