economic-三角套利
为什么这道题我做的方式,做不出正确答案?
题目:
Based on the data in Exhibit 1, if a dealer quoted a bid–offer rate of CHF1.0741/EUR1.0746, then a profitable triangular arbitrage would most likely involve buying EUR1 from the dealer and then selling it in the interbank market for a profit of:
- CHF0.0005.
- CHF0.0008.
- CHF0.0007.
官网答案:
我自己做的: