How would you conduct your arbitrage strategy and what


Suppose Bank One gives the following quotes: 100 JPY/USD 1.60 USD/GBP 140 JPY/GBP Depending on these quotes, show whether there is a triangular arbitrage opportunity. If there is and you have 2,000,000 JPY on hand, how would you conduct your arbitrage strategy and what would be the amount of arbitrage that can be made?

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Financial Management: How would you conduct your arbitrage strategy and what
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