Suppose you observe the following quotes for EUR at two different banks. At Bank X, the bid is USD 0.330 / EUR and the ask is USD 0.335 / EUR. At Bank Y, the bid is USD 0.315 / EUR and the ask is USD 0.320 / EUR. What is your gain if you use USD 1,000,000 to take advantage of this locational arbitrage opportunity? That is, how much will you end up with over and above the USD 1,000,000 you started with?
https://write-me-an-essay.com/wp-content/uploads/2021/08/logooo-300x75.png 0 0 developer https://write-me-an-essay.com/wp-content/uploads/2021/08/logooo-300x75.png developer2021-09-29 20:01:272021-09-29 20:01:27Suppose you observe the following quotes for EUR at two different banks. At Bank X, the bid is USD 0
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