Question 2 10 pts (chapter05) Suppose you are observing the three exchange rates among US dollar (USD), British pound (GBP), and Euro (EUR) as follows. USD USD S GBP = 1.22, s EUR = 1.09, S (EBR) = 0.75. If a US dollar holder does the triangular arbitrage with $100 once, then the resultant arbitrage profit will be US dollar (USD$) S($/ )=1.09 S($/)=1.22 British Euro (EUR,) S(/ )=0.75 pound (GBP,) O $0 O $33 O $19 O $7