Question
Triangular arbitrage Locations Bid rate Ask rate A $ 1.0172/SF $1.0391/SF B A$ 1.1953/SF A$ 1.1992/SF C $ 0.8757/A$ $ 0.8793/A$ If above cross exchange
Triangular arbitrage
| Locations | Bid rate | Ask rate |
| A | $ 1.0172/SF | $1.0391/SF |
| B | A$ 1.1953/SF | A$ 1.1992/SF |
| C | $ 0.8757/A$ | $ 0.8793/A$ |
If above cross exchange rates are mispriced and if you had $1,000,000, how much arbitrage profit can you earn?
| Lose money | ||
| $10624 | ||
| $7337 | ||
| None of above |
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Technical Analysis Of Stock Trends
Authors: Robert D. Edwards, John Magee, W.H.C. Bassetti
8th Edition
0814406807, 978-0814406809
