11:12 ... 5GE O Week 8 Assignme... Week 8 Assignment Nome (Print in UPPERCASE Letters) FIANN 654 Spring 2021 Due: March 28, 2021 Use the following table answer questions 1-2 Year 7 2 3 4 211 20.5 20 198 ok forward pnce in / Gos swap orice in S) 2.2404 2.2326 2.2004 Zera coupon and price in / 09701 0.9988 09075 9.876 1. Using the zero-coupon bond prices and notural gas deferred fixed-rate swap prices in the above toble what are gas forward prices for each of the 4 years? (Hint: think bootstrapping) 2. Given a 4-year oil swop price of $20.43, construct the implicit loan balance for each quarter over the life of the swap. (Remember, swaps are nothing more than forward contracts coupled with borrowing ond lending money) 116 Dashboard Calendar To Do Notifications Inbox 11:12 ... 5GE O Week 8 Assignme... Week 8 Assignment Nome (Print in UPPERCASE Letters) FIANN 654 Spring 2021 Due: March 28, 2021 Use the following table answer questions 1-2 Year 7 2 3 4 211 20.5 20 198 ok forward pnce in / Gos swap orice in S) 2.2404 2.2326 2.2004 Zera coupon and price in / 09701 0.9988 09075 9.876 1. Using the zero-coupon bond prices and notural gas deferred fixed-rate swap prices in the above toble what are gas forward prices for each of the 4 years? (Hint: think bootstrapping) 2. Given a 4-year oil swop price of $20.43, construct the implicit loan balance for each quarter over the life of the swap. (Remember, swaps are nothing more than forward contracts coupled with borrowing ond lending money) 116 Dashboard Calendar To Do Notifications Inbox