hey all,
im not sure if any of you know finance maths but im having some trouble with triangular arbitrage. ill give you the question that im working on and if anyone can come up with the formula and answer it would be awesome if you can tell me. thanks in advance

the questions is:
you are a trader with Barclays London. you observe the following spot prices quoted in the interbank market:

SFr/US$ 1.1656-1.1660
US$/GBP 2.0525-2.0540
SFr/GBP 2.5100 - 2.5130

Can you make a profit in (in GBP) assuming you have GBP 1 million to trade?