Question: 3. Going back to the data given in Exercise 2, calculate the following: a. The bidask on a forward swap that starts in 2 years

3. Going back to the data given in Exercise 2, calculate the following:

a. The bidask on a forward swap that starts in 2 years with maturity in 3 years. The swap is against 12-month LIBOR.

b. The forward price of a coupon bond that will be delivered at time 2. The bond pays coupon 7% and matures in 2 years.

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