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You are a retail investor. Looking at your Bloomberg terminal, you find the following quotes:


USD/EUR = 0.7936 - 42

CHF/USD = 1.3988 - 89

EUR/CHF = 0.9001 - 07

a) Compute the implied cross-rate for the EUR/USD

b) Are there any triangular arbitrage opportunities?

Top Answer

Implied cross rate EUR/USD = 1.2591 - 600... View the full answer

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