Question: 2) Suppose the forward price for some object is 15, 17, and 18 for 1, 2, and 3 year deliveries respectively. Additionally, the default free

2) Suppose the forward price for some object is 15, 17,

2) Suppose the forward price for some object is 15, 17, and 18 for 1, 2, and 3 year deliveries respectively. Additionally, the default free zero-coupon interest rates are 5.5%, 6%, and 6.5% for 1, 2, and 3 years respectively. a) Find the 2 year swap price (for delivery in 1 year and 2 years). b) Find the 2 year swap price for delivery in 2 and 3 years. 2) Suppose the forward price for some object is 15, 17, and 18 for 1, 2, and 3 year deliveries respectively. Additionally, the default free zero-coupon interest rates are 5.5%, 6%, and 6.5% for 1, 2, and 3 years respectively. a) Find the 2 year swap price (for delivery in 1 year and 2 years). b) Find the 2 year swap price for delivery in 2 and 3 years

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