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elf_fu elf_fu
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7 years ago
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
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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7 years ago
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