Numerical Cases (Triangular 3%, Rectangular 3%)
Please collect the foreign exchange rates data of any day during this semester 2/1-4/10/2021.
Use the data to create two numerical cases of arbitrages: One triangular arbitrage and the other is rectangular arbitrage. Please ignore the transaction costs (bid-ask spreads). Please briefly describe the cases with necessary sentences and equations. (Rubrics: explanation 1pt. computation 1pt. data 1pt).
Due day 4/9/2021