Pls answer all 7 questions and show your working out

1) A) 1pound =1.3874 $
1 $ =110 Yen
1Yen = ? Pounds
Pound / Yen = ($/Yen)* (pound /$)
        = (1/110)*(1/1.3874)
1 Yen = 0.00655 Pounds
B) ) 1pound =1.3874 $
1 $ =0.9148 CHF
1Pound = ? CHF
CHF / Pound = (CHF/$ )* ($/Pound)
        = 0.9148*1.3874
1Pound = 1.269 CHF
C) 1pound =1.3874 $
1 € =1.1807 $
1Pound = ? €
EURO/ Pound = (Euro/ $)*( $/ POUND )
        = 1.3874/1.1807
1Pound = 1.175 €
D) 1 $=0.9151CHF
1 $ = 1.3620 AUD
1CHF = ? AUD
AUD/ CHF=( AUD/$) *( $/CHF)
    = 1.3620/0.9151
1CHF = 1.488 AUD
2) Forward Rate 1 CHF = 1.5 USD
INTEREST usd = 4.2%
INTEREST CHF = 0.4%
Spot Rate =
F( $/ CHF)= S ($/ CHF) * {(1+R $)}/(1+R CHF)
S ($/ CHF)= (1.5*1.004)/ 1.042
S ($/ CHF)= 1.445
3) Forward Rate 1 EURO = 1.14 USD
INTEREST usd = 3%
INTEREST EUR = ?
Spot Rate = 1 EURO = 1.18 USD
F( $/ EURO)= S ($/ EURO) * {(1+R $)}/(1+R EURO)
1.14= (1.18*1.03)/( 1+R%)
R= 6.61%
4) The process of completing a triangular arbitrage strategy with three currencies involves several steps:
· Identifying a triangular arbitrage opportunity involving three currency pairs,
· Identify the cross rate and implied cross rate
· If a difference in the rates from step 2 is present then trade the base currency for a second currency
· Then trade second currency for a third. At this stage, the trader is able to lock in a no-risk profit due to the imbalance that exists in the rates across the three pairs,
· Converting the third...