Top Posters
Since Sunday
t
7
m
6
k
6
F
5
j
5
t
5
j
5
G
5
f
5
a
5
d
5
c
5
New Topic  
elf_fu elf_fu
wrote...
Posts: 705
Rep: 2 0
6 years ago
Assume oat forward prices over the next 3 years are $2.25, $2.35, and $2.28, respectively. Effective annual interest rates over the same period are 5.2%, 5.5%, and 5.8%. What is the
2-year swap price on a hypothetical "forward swap" that begins at the end of year 1?
A) $2.14
B) $2.32
C) $2.41
D) $2.53
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
Read 298 times
3 Replies
Replies
Answer verified by a subject expert
phuongha2892phuongha2892
wrote...
Posts: 471
6 years ago
Sign in or Sign up in seconds to unlock everything for free
More solutions for this book are available here
bio_man,  chrisor

Related Topics

wrote...
6 years ago
thatn you
wrote...
4 years ago
thanks
New Topic      
Explore
Post your homework questions and get free online help from our incredible volunteers
  551 People Browsing
Related Images
  
 622
  
 638
  
 478
Your Opinion
Which country would you like to visit for its food?
Votes: 214