Question: Year 1 Year 2 Year 3 Treasury Zero - Coupon Bond Price 0 . 976 0. 952 0. 928 Interest Rate Swap Q 1 Q2

Year 1 Year 2 Year 3 Treasury Zero - Coupon Bond

$Price 0 . 976 \0. 952 0. 928 Interest Rate Swap Q$

Year 1 Year 2 Year 3 Treasury Zero - Coupon Bond Price 0 . 976 \0. 952 0. 928 Interest Rate Swap Q 1 Q2 Q3 Oil Forward Price* 158 59.5 Oil Swap Price* Q 4 Q5 Q6 Question 1 to Question 6 : 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 ) . )

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