一道简单的金融题~~~急~~~

来源:百度知道 编辑:UC知道 时间:2024/06/08 07:41:24
这是我们的作业题,中英文回答皆可,但要有步骤说明,其实不是很难只是我想要规范一点的答案,谢谢大家~
The US dollar is trading for 1.7936 ($/£) , the Polish zloty for 6.5492 (Z/£) in London, the zloty is trading for 3.7826 (Z/$) in New York.
1) What is the cross-rate in London (Z/$)?
2) What is the arbitrage profit?

你的问题,我的回答!
1.what is the cross rate in london (Z/$)?
THE cross rate in london is PLZ:USD=6.5492:1.7936
and the Polish zloty for3.6514(Z/$)in London
2.What is the arbitrage profit?
The arbitrage profit is The use of different market price of the hedge, through the credit instruments to buy or sell, while the corresponding amount of the market to buy the same position but in opposite directions so that the price difference from the small profit