View the step-by-step solution to:

Year 1 Year 2 Year 3 Treasury Zero - Coupon Bond Price 0 . 976 \0. 952 0. 928 Interest Rate Swap Q 1 Q2 Q3 Oil Forward Price* 158 59.5 Oil Swap...

屏幕快照 2019-04-02 下午5.16.02.pngQuestion 1 to question 6: use the information in the table and construct the set of fixed rates of the interest rate swaps and the sap prices for oil 1 through 3 years

please leave 2 d.p,. for oil prices and 3 sig.fig for interest rates

屏幕快照 2019-04-02 下午5.16.02.png

Year 1 Year 2 Year 3
Treasury Zero - Coupon Bond
Price
0 . 976 \0. 952 0. 928
Interest Rate Swap
Q 1
Q2
Q3
Oil Forward Price*
158
59.5
Oil Swap Price*
Q 4
Q5
Q6
Question 1 to Question 6 : Use the information in the table and construct the set of fixed rates of the interest rate swaps
and the swap prices for oil for 1 through 3 years . ( Please leave 2 d.p. for oil prices and 3 sig . fig . for interest rates ( e .g .
6. 12% as 0 . 0612 ) . )

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