Question: Use the information in the table and construct the set of fixed rates of the interest rate swaps and the swap prices for oil for

Use the information in the table and construct the set of

Use the information in the table and construct the set of fixed rates of the interest rate swaps and the swap prices for oil for 1 through 3 years. (Please leave 2 d.p. for oil prices and 3 sig. fig. for interest rates (e.g. 6.12% as 0.0612).)

What are Q1,2,3,4,5,6?

Year 1 Year 2 Year 3 Treasury Zero-Coupon Bond 0.976 0.952 0.928 Price Interest Rate Swap Oil Forward Price Oil Swap Price Q1 Q2 Q3 57 58 59.5 Q4 Q5 Q6

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