Q4. Suppose the AUD trades for USD0.735802 in New York and JPY79.3048 in Tokyo. The USD trades for JPY109.2343 in Tokyo. Is there an arbitrage opportunity available for a currency trader? A) No, there is no arbitrage opportunity. B) Yes, the trader can make USD0.0872 per USD invested. C) Yes, the trader can make USD0.0135 per USD invested.
Q5. Suppose the GBP trades for CHF2.20279 in Zurich and USD1.62699 in London. The USD trades for CHF1.2755 in Zurich. Is there an arbitrage opportunity available for a currency trader? A) No, there is no arbitrage opportunity. B) Yes, the trader can make USD0.0930 per USD invested. C) Yes, the trader can make USD0.06147 per USD invested.
Q6. Given the following quotes, what must the Euro indirect quote (USD/EUR) be in order to prevent arbitrage opportunities? CAD/USD = 1.3045
CAD/EUR = 1.58588 A) 0.1774. B) 1.2157. C) 0.8226.
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发表于 2009-1-13 11:41
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