(a) If the swap is settled in cash, what is the payoff to the floating price payer in June on a 1,000-barrel swap agreement? Please input the answer in dollar (e.g., 8.12 dollars as 8.12). (b) Suppose the zero-coupon bond prices in June per $1 of payment in September and December are 0.95 and 0.90 . Try to solve for the new oil forward prices, assuming the storage cost and convenience yield of oil are negligible. No need to report your solution of oil forward prices. What is the 6-month oil swap price in June per barrel? Please input the answer in dollar (e.g., 8.12 dollars as 8.12). (c) For an existing 9-month oil swap that expires in December which delivers one barrel of oil in each settlement, what is the value of the swap to a fixed price payer after the settlement in June? Please input the answer in dollar (e.g., 8.12 dollars as 8.12). [Hint: consider what we learned on how to value an existing forward position.]