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Title: The forward prices on a barrel of crude oil are $112 and $118 in years one and two, respectively. ...
Post by: elf_fu on Jul 6, 2017
The forward prices on a barrel of crude oil are $112 and $118 in years one and two, respectively. The interest rates on zero coupon government bonds are 3.0% and 3.5% in years one and two, respectively. What is the likely 2-year swap price on a barrel of crude oil?
A) $112.00
B) $116.60
C) $118.00
D) $120.50


Title: Re: The forward prices on a barrel of crude oil are $112 and $118 in years one and two, ...
Post by: phuongha2892 on Jul 6, 2017
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Title: Re: The forward prices on a barrel of crude oil are $112 and $118 in years one and two, ...
Post by: danwjc on Oct 17, 2020
thanks


Title: Re: The forward prices on a barrel of crude oil are $112 and $118 in years one and two, ...
Post by: 謝秉霖校友 on Jan 23, 2021
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