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2) Suppose the forward price for some object is 15, 17, and 18 for 1, 2, and 3 year deliveries respectively. Additionally, the default free

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2) Suppose the forward price for some object is 15, 17, and 18 for 1, 2, and 3 year deliveries respectively. Additionally, the default free zero-coupon interest rates are 5.5%, 6%, and 6.5% for 1, 2, and 3 years respectively. a) Find the 2 year swap price (for delivery in 1 year and 2 years). b) Find the 2 year swap price for delivery in 2 and 3 years. 2) Suppose the forward price for some object is 15, 17, and 18 for 1, 2, and 3 year deliveries respectively. Additionally, the default free zero-coupon interest rates are 5.5%, 6%, and 6.5% for 1, 2, and 3 years respectively. a) Find the 2 year swap price (for delivery in 1 year and 2 years). b) Find the 2 year swap price for delivery in 2 and 3 years

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