Need question 5 for this post.

Questions 4 to 6 are based on the following information: Suppose currently there are three banks offering the following quotes on Can$, USD and UK : $1.2/Can$, Can$1.6/, and $2/. Suppose you are a dollar-based arbitrager who has $10,000. The implied exchange rate between USD and E is$ /E. (Please leave 2 decimal points and use direct quote from US perspective). Question 5 1 pts In order to take the arbitrage opportunity, I will do the following investment strategy