A, B and C are three commodities traded on a futures exchange. On April 1, the settlement prices of their June and December futures contracts are given as: A B JUNE 100 200 500 DECEMBER 106 212 526 Assume that in equilibrium tft2=tF11 (1 + T1/T2) + 11CT2 holds. If the 6-month June - December T-Bill rate is 5%, (1.e. 10%/2) and the 6-month storage fees for A, B and Care $1, $2 & $3 respectively, the convenience values for A, B and C respectively are: 0, 0,2 2,0, 2 2, 2,2 0,0,0 A, B and C are three commodities traded on a futures exchange. On April 1, the settlement prices of their June and December futures contracts are given as: A B JUNE 100 200 500 DECEMBER 106 212 526 Assume that in equilibrium tft2=tF11 (1 + T1/T2) + 11CT2 holds. If the 6-month June - December T-Bill rate is 5%, (1.e. 10%/2) and the 6-month storage fees for A, B and Care $1, $2 & $3 respectively, the convenience values for A, B and C respectively are: 0, 0,2 2,0, 2 2, 2,2 0,0,0