# Question: Using the information in Table 8 9 what is the swap

Using the information in Table 8.9, what is the swap price of a 4-quarter oil swap with the first settlement occurring in the third quarter?

## Answer to relevant Questions

Given an 8-quarter oil swap price of $20.43, construct the implicit loan balance for each quarter over the life of the swap. Suppose the interest rate is 0% and the stock of XYZ has a positive dividend yield. Is there any circumstance in which you would early-exercise an American XYZ call? Is there any circumstance in which you would ...Suppose the S&R index is 800, the continuously compounded risk-free rate is 5%, and the dividend yield is 0%. A 1-year 815-strike European call costs $75 and a 1 year 815-strike European put costs $45. Consider the strategy ...Let S = $100, K = $95, σ = 30%, r = 8%, T = 1, and δ = 0. Let u = 1.3, d = 0.8, and n = 2. Construct the binomial tree for an American put option. At each node provide the premium, ∆ and B. An option has a gold futures contract as the underlying asset. The current 1-year gold futures price is $300/oz, the strike price is $290, the risk-free rate is 6%, volatility is 10%, and time to expiration is 1 year. ...Post your question