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Business
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| Number of pages / Number of words: |
16 / 4217 |
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If we observe Ss/FF = 0.2046 and SS/? =1.5876, then the cross-rate, SFF/?, is 1.5876/0.2046 = 7.7595. This is the rate a bank will quote, if it offers the service of exchanges between the franc and the pound. Any other quote would imply an arbitrage opportunity that can be realized by a triangular operation...
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To illustrate, suppose a bank quotes SFF/? = 7.800, higher than the implied cross-rate. Then we would sell ?, buy FF, sell FF, buy $ and sell $, buy back ?. For each pound we will make an arbitrage profit of ?0.005215, or FF0.0405. The amount of profit available is the size of the deviation: 7.800 ? 7...
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