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(c) Discuss how the OIS (overnight index swap) is compute. Compare its use as a risk free rate in place of LIBOR. (You can use the web site of CME to find information to answer this question (d) Consider the problem of pricing a futures contract on a commodity that requires storage, the cost of which is charged continuously over the time of storage. The exercise date of this future is 6 months. Discuss how one can use a 6 month treasury note to substitute for the risk free rate in computing the arbitrage free price of this future. (c) Discuss how the OIS (overnight index swap) is compute. Compare its use as a risk free rate in place of LIBOR. (You can use the web site of CME to find information to answer this question (d) Consider the problem of pricing a futures contract on a commodity that requires storage, the cost of which is charged continuously over the time of storage. The exercise date of this future is 6 months. Discuss how one can use a 6 month treasury note to substitute for the risk free rate in computing the arbitrage free price of this future