What is the answer to numbers 5 and 6?

A corporate treasury with operations in New York simultaneously calls Citibank in midtown (New York City) and Barclays in London. The two banks give the following quotes at the same time on the Euro: Explain, using S1 million or its Euro equivalent, how the corporate treasury could make geographic arbitrage profit with the two exchange rate quotes. Calculate the cross rate between the Mexican peso and the euro (euro) from the following two spot rates: Ps 11.43/S and euro 0.8404/5. Assume the following quotes. Calculate how a market trader at Citibank with $1,000,000 can make an intermarket arbitrage profit. Citibank quotes U.S. dollars per pound: $1.84/euro National Westminster quotes Euro per pound euro 1.46/euro Deutsche Bank quotes dollars per Euro: $1.18/euro Andreas Borzoi just started as an analyst for Credit Suisse in Zurich, Switzerland. He receives the following quotes for Swiss francs against the dollar for spot, 1-month forward, 3-month forward, and 6-month forward. Spot exchange rate a. Calculate outright quotes for bid and ask forward rates for 1 month, 3 months, and 6 months, and the number of points bid-ask spread for each forward contract. b. What do you notice about the spread as quotes evolve from spot toward six months? c. Calculate the 6-month Swiss (risk-free) bill rate, using mid rates. Assume the 6-month US, T-bill rate is 4%