How to do the question 9?

2 Quarter Oil forward price 21 Gas swap price Zero-coupon bond price Euro-denominated zero-coupon bond price Euro forward price (S/E) 21.1 20.8 20.5 20.2 20 19.9 19.8 2.2500 2.4236 2.3503 2.2404 2.2326 2.2753 2.2583 2.2044 0.9852 0.970 0.9546 0.9388 0.923 0.9075 0.8919 0.8763 0.9913 0.9825 0.9735 0.9643 0.955 0.9459 0.9367 0.9274 0.9056 0.9115 0.9178 0.9244 0.9312 0.938 0.9452 0.9524 Figure 1: Table for oil forward prices, Gas swap price, Zero-coupon bond price, Euro-denominated zero-coupon bond price, and Euro forward price. 6. What is the fixed rate in a 5-quarter interest rate swap with the first settlement in auarter 2? 7. What 8-quarter dollar annuity is equivalent to an 8-quarter annuity of 1 Euro? 8. What are the euro-denominated fixed (interest) rates for 4- and 8- quarter swaps? 9. Derive the 8-quarter dollar interest swap rate from 8-quarter euro in terest swap rate (that was obtained from problem 8) by using equation (8.9) of the textbook or the formula in page 33 in the slide. Equiv- alently, we can consider the following situation. Suppose we want to swap a euro-denominated coupon bond with a par value of 1 Euro and 0.94572% coupon rate (which is same as the 8-quarter euro swap rate in question 8) for a dollar-denominated coupon bond with $0.9 par value. Then, the question is to find the coupon rate of the Dollar- 2 Quarter Oil forward price 21 Gas swap price Zero-coupon bond price Euro-denominated zero-coupon bond price Euro forward price (S/E) 21.1 20.8 20.5 20.2 20 19.9 19.8 2.2500 2.4236 2.3503 2.2404 2.2326 2.2753 2.2583 2.2044 0.9852 0.970 0.9546 0.9388 0.923 0.9075 0.8919 0.8763 0.9913 0.9825 0.9735 0.9643 0.955 0.9459 0.9367 0.9274 0.9056 0.9115 0.9178 0.9244 0.9312 0.938 0.9452 0.9524 Figure 1: Table for oil forward prices, Gas swap price, Zero-coupon bond price, Euro-denominated zero-coupon bond price, and Euro forward price. 6. What is the fixed rate in a 5-quarter interest rate swap with the first settlement in auarter 2? 7. What 8-quarter dollar annuity is equivalent to an 8-quarter annuity of 1 Euro? 8. What are the euro-denominated fixed (interest) rates for 4- and 8- quarter swaps? 9. Derive the 8-quarter dollar interest swap rate from 8-quarter euro in terest swap rate (that was obtained from problem 8) by using equation (8.9) of the textbook or the formula in page 33 in the slide. Equiv- alently, we can consider the following situation. Suppose we want to swap a euro-denominated coupon bond with a par value of 1 Euro and 0.94572% coupon rate (which is same as the 8-quarter euro swap rate in question 8) for a dollar-denominated coupon bond with $0.9 par value. Then, the question is to find the coupon rate of the Dollar