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Question

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

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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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