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Suppose the spot exchange rates among some important currencies are as follows: /$ : 0.6584-0.6592 /$ : 105.720-105.780 / : 0.00482-0.00487 /: 0.7979-0.7999 /$: 0.5095-0.5105
Suppose the spot exchange rates among some important currencies are as follows:
/$ : 0.6584-0.6592
/$ : 105.720-105.780
/ : 0.00482-0.00487
/: 0.7979-0.7999
/$: 0.5095-0.5105
Based on the above rates, are there any triangular arbitrage opportunities for Robert, a German investor, who is holding euros (try only two possibilities)? If Robert has 10,000 to invest, how much profit/loss he could make in each of these two possibilities?
Suppose the spot exchange rates among some important currencies are as follows: /$: 0.6584-0.6592 \/$ : 105.720-105.780 /: 0.00482-0.00487 /: 0.7979-0.7999 /$: 0.5095-0.5105 Based on the above rates, are there any triangular arbitrage opportunities for Robert, a German investor, who is holding euros (try only two possibilities)? If Robert has 10,000 to invest, how much profit/loss he could make in each of these two possibilities
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