Question: 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

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).)

What are Q1,2,3,4,5,6?

Treasury Zero-Coupon Bond Price Interest Rate Swap Oil Forward Price Oil Swap

Treasury Zero-Coupon Bond Price Interest Rate Swap Oil Forward Price Oil Swap Price Year 1 Year 2 Year 3 0.976 0.952 0.928 Q1 57 Q4 Q2 58 59.5 Q6 Q3 Q5

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