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2. Use the following Oil futures strip to calculate the required swap prices: (1 point) a) What is the price per barrel for a 2-year
2. Use the following Oil futures strip to calculate the required swap prices: (1 point) a) What is the price per barrel for a 2-year oil swap? (The price per barrel for agreeing to buy 1 year and 2 years from now) b) What is the price per barrel for a 5-year oil swap? (Note: The size of 1 options contract is always for 100 shares) 2. Use the following Oil futures strip to calculate the required swap prices: (1 point) a) What is the price per barrel for a 2-year oil swap? (The price per barrel for agreeing to buy 1 year and 2 years from now) b) What is the price per barrel for a 5-year oil swap? (Note: The size of 1 options contract is always for 100 shares)
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