please help

Assume you are a trader with Doutsche Bank. From the quote screen on your computer terminal, you notice that Commerzbank is quoting 60.7777/$1.00, and Credit Suisse is offering SFr1.1956/\$1.00 You learn that UBS is making a direct market between the Swiss franc and the euro, with a current C/SFr quote of 0.6245 . Show how you can make a triangular arbitrage profit by trading at these prices. Ignore bid-ask spreads for this problem. Assume you have $5,003,000 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 Sulsse? b-1. Describe the sequence of transactions you should undertake to earn a triangular arbitrage profit. b-2. What is your triangular arbitrage proft? c. What happens if you initially sell dollars for Swiss francs? d. What E/SFr price will eliminate triangulat arbitrage? 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 Credis Sulsse? Note: Do not round intermediate calculations. Round your answer to 4 decimal places