Company N uses an online platform from Company L for its interbank operations in Europe, where ABC bank and PQR bank are currently being quoted. ABC bank offers a rate of 0.8475/$1.00, while PQR bank offers an exchange rate of SF 1.2614/$. Currently, a direct market between the Swiss franc and the euro, with a /SF quote of 0.7935. Show how you can make a triangular arbitrage profit by trading at these prices. Assume having $7,500, 100 to conduct the arbitrage. What happens if you initially sell dollars for Swiss francs?What /SF price will eliminate triangular arbitrage?

Suppose the following exchange rate quotations are available: Citibank quotes U.S. dollars per Euro: $1.2223/€Barclays Bank quotes U.S. dollars per pound sterling: $1.8410/£ Dresdner Bank quotes Euros per pound sterling: €1.5100/£ You are a market trader with $1,000,000. Will you be able to make an arbitrage profit using these quotes? If yes, why? What will be the profit? Show your calculations.

Please Help The Swiss Franc is trading at 1.1464 $/ SFr, the euro is trading at 1.0828 $/euro. If you can buy or sell SFr/euro at 0.9451, is there an arbitrage? If so, how much can you make with one round - trip using $1,000,000 ? Please Help

Peter Sheffield has Euros (€) amounting to €500,000 and is provided with the following quotes: Bank A: Euro/US dollar = €0.8418/$ Bank A: British pound /US dollar = £0.7538/S Bank B: British pound/Euro = £0.8863/€ Determine whether an arbitrage opportunity exists. Show your calculation in the space below and briefly explain (in one or two sentences) why the arbitrage opportunity exists or not. For example, show your calculation as follows (The currencies used in the example are not applicable to your calculation. It just provide you with information how you should show your calculation): Yen/ZAR = 11.7654/1.3954 = 8.4316 (Round your answer to 4 decimals) Reason why arbitrage opportunity exists/ does not exist:

A bank is quoting the following exchange rates against the dollar for the Swiss franc and the Australian dollar: SFr/$ 1.4970 - 80 A$/$ 1.6237 - 47 An Australian firm asks the bank for an SFr/A$ quote. What cross-rate would the bank quote? (Round your answers to 4 decimal places.) Cross-rate Bid Price Ask Price

An Australian firm asks the bank for an AS/SFr quote because it received SFr and wants to change it to A$. A bank is quoting the following exchange rates against the US dollar for the Swiss franc and the Australian dollar: SFr/US$ = 1.4950-60 AS/USS = 1.5245-50 Calculate the cross ask rate for the A$/SFR by identifying the correct formula in the attached formula sheet. One of the following answers will be correct: a. 1.0201 b. 1.0213 c. 0.9813 d. 0.9803 Show your workings in the space provided as well as the correct answer. For example write your answer as follows in the space provided below: Spot ask rate (AS/SFR) = 1.4670/1.3980 = 1.0494

A bank is quoting the following exchange rates against the dollar for the Swiss franc and the Australian dollar:   SFr/$ = 1.4970 − 80 A$/$ = 1.6237 − 47   An Australian firm asks the bank for an SFr/A$ quote. What cross-rate would the bank quote? (Round your answers to 4 decimal places.)

From the following data provided, ascertain what would be the exchange rates that the Bank would quote for an FDI transaction amounting to USD 2 Mn for value cash basis, assuming a margin of 3 paise where., Spot USD/INR = 75.0900/75.1000 ., Cash/Spot : 4/5 paise. Arrive at the exchange rate up to 4 decimal places. Adhere to the steps involved in calculation.

Assume your firm has transferred you to Zurich Switzerland. You work in the triangular arbitrage division. View the following exchange rates. Is an arbitrage opportunity available? If not, explain why an opportunity does not exist. If so, from the Swiss point of view show how to exploit the opportunity. CHF .8976 = $1.00, $.0130 = INR 1.00, INR 92.7904 = CHF 1 Now say instead of working in Zurich, you were employed in Mumbai, India. How does that change your thinking on the arbitrage?     PLEASE ANWSER CORRECTLY AND SHOW WORK

Suppose quotes for the dollar–euro exchange rate E$/€ are as follows: in New York $1.05 per euro, and in Tokyo $1.15 per euro. Describe how investors use arbitrage to take advantage of the difference in exchange rates. Explain how this process will affect the dollar price of the euro in New York and Tokyo.