Can you provide exact numbers please instead of providing equations?

Question $3$: Commodity Swaps $(2/10)$ Suppose you are buying $100$ barrels of oil

every year for $3$ years $($i$.$e$.$ the first purchase is at the end of first year, and second is at the

end of second...$).$ The spot price for oil now $($the start of first year$)$ is $S_0=$$$80,$ the lease

rate of oil is $5\%$ and the interest rate is $10\%($annual$,$ continuously compounding$).$

$($i$)$ If you are using multiple forward contracts to purchase oil, what should you do and

what are the forwards prices?

$($ii$)$ If you are using a swap contract, what should you do and what is the swap price each

year?