问题如下图：
选项：
A. 
B. 
C. 
解释：
我问一下，这里三角套汇
usd-brl-chf-usd
1-1.7790(bid)-1.7790*0.5161(bid)-1.7790*0.5161/0.9101(ask)
最终结果是1.00883-1usd=0.00883这个是赚的usd
和题目的（0.5161-0.5116）per brl是一个意思吗？
NO.PZ201512020800000102问题如下2. Baseon Exhibit 2, the most appropriate recommention regarng the triangularbitrage tra is to: A.cline the tra, no arbitrage profits are possible. B.execute the tra, buy BRL in the interbank market ansell it to the aler. C.execute the tra, buy BRL from the aler ansell it in the interbank market. B is correct.The aler is posting offer rate to buy BRL a prithis too high. This overpricing is terminecalculating the interbank impliecross rate for the CHF/BRL using the intuitive equation-baseapproach:CHF/BRL=CHF/US(BRL/US−1CHF/BRL=CHF/UStimes{(BRL/US}^{-1}CHF/BRL=CHF/US(BRL/US−1, orCHF/BRL=CHF/US(USBRL)CHF/BRL=CHF/UStimes{(USBRL)}CHF/BRL=CHF/US(USBRL)Inverting the BRL/USgiven quotes in Exhibit 2 termines the USBRL bioffer rates of 0.56205/0.56211 (The biof 0.56205 is the inverse of the BRL/USoffer, calculate1/1.7792; the offer of 0.56211 is the inverse of the BRL/USbi calculate1/1.7790). Multiplying the CHF/USanUSBRL bioffer rates then lea to the interbank implieCHF/BRL cross rate of:Bi 0.9099 × 0.56205 = 0.5114Offer: 0.9101 × 0.56211 = 0.5116Sinthe aler is willing to buy BRL 0.5161 but BRL cpurchasefrom the interbank market 0.5116, so there is arbitrage opportunity to buy BRL in the interbank market ansell them to the aler for a profit of 0.0045CHF (0.5161 – 0.5116) per BRL transacte考点三角套汇的经典考法，考的是其中的第一步和第二步.解析 第一步先判断有没有套利机会 ， 也就是比较aler 和 interbank相同币种的报价 。 这道题我们对比的是CHF以及BRL这两种货币的报价。通过表二，运用交叉汇率，CHF/BRL=CHF/US(BRL/US−1CHF/BRL=CHF/UStimes{(BRL/US}^{-1}CHF/BRL=CHF/US(BRL/US−1, 或者 CHF/BRL=CHF/US(USBRL)CHF/BRL=CHF/UStimes{(USBRL)}CHF/BRL=CHF/US(USBRL)，我们可以求得interbank市场上的买价和卖价，它们分别是Bi 0.9099 × 0.56205 = 0.5114Offer: 0.9101 × 0.56211 = 0.5116观察到，aler的报价是 0.5161/0.5163 高于interbank的报价，那么投资者就可以以 0.5116CHF/BRL的价格买入BRL，再以0.5161CHF/BRL的价格卖出BRL，从而实现0.0045CHF (0.5161 – 0.5116) 的套利利润。答案里面说那么投资者就可以以 0.5116CHF/BRL的价格买入BRL，再以0.5161CHF/BRL的价格卖出BRL，从而实现0.0045CHF (0.5161 – 0.5116) 的套利利润。套利货币到底是CHF还是BRL?
NO.PZ201512020800000102 这套题目能不能走一遍三角套汇的路径 按何老师上课的路径求profit
最后一段中文翻译是不是写反了
中文是不是写反了 应该是0.5116interbank买 然后0.5161卖给aler吧
老师好，前面的计算过程都没问题。但是利用乘小除大算出来的是0.51141-0.51158不是interbank market吗？而题目中aler给的是另外的数据，所以我得出的结论是反的，应该是从interbank按照0.51158买更便宜的BRL，在aler 那里以0.5161来卖，才对 啊？我哪里错了？答案为什么这样？
