SJPY/USDI-100 JPY/USD SUSD/GBPT-160 USD/GBP SJPY/GBP1140 JPY/GBP Is triangular arbitrage possible? If so, explain the steps that would reflect triangular arbitrage, and compute the profit from this strategy (expressed as a % per unit borrowed). If you have 1,000,000 GBP Suppose we have the following data: Spot rate $0.74/AUD Forward rate in 90 days $0.73/AUD Australian 90 days Interest rate: 7% U.S 90 days Interest rate: 5% Given this information, what would be the yield percentage return to a US Investor who used covered interest arbitrage? (Assume the investor invests S1 million)