help with B2 and D thank you

Assume you are a trader with Deutsche Bank. From the quote screen on your computer terminal, you notice that Commerzbank is quoting 0.7877/$1.00, and Credit Suisse is offering SFr1.2056/\$1.00. You learn that UBS is making a direct market between the Swiss franc and the euro, with a current C/SF q quote of 0.6145 . Show how you can make a triangular arbitrage profit by trading at these prices. Ignore bid-ask spreads for this problem, Assume you have $5,005,000 with which to conduct the arbitrage. Enter only the numeric portion of your answer without the currency symbols. Required: a. What is the implied E/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 /SFr price will eliminate triangular arbitrage? 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. Complete this question by entering your answers in the tabs below. What C/SFr price will eliminate triangular arbitrage? Note: Do not round intermediate calculations. Round your answer to 4 decimal places