13 You need to sell and buy dollars against sterling forward-forward 2v5, given the following:

GBP/USD spot: 1.4235/45 2-month swap: 15/11 3-month swap: 8/3 5-month swap: 12/18

(a) What two-way forward-forward swap price do you expect to be quoted to you?

(b) At what price do you deal?

(c) What settlement rates might be set for the two legs of the deal?