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Given the following SOFR forward risk-free rates with annual compounding: Time (Yr) 0 1 2 3 Spot 1Y Fwd Rate 6.00% 5.00% 4.00% DF

Given the following SOFR forward risk-free rates with annual compounding: Time (Yr) 0 1 2 3 Spot 1Y Fwd Rate

Given the following SOFR forward risk-free rates with annual compounding: Time (Yr) 0 1 2 3 Spot 1Y Fwd Rate 6.00% 5.00% 4.00% DF 1.000 Fill in the yellow cells? What is the value of a 3-year swap where you receive 6% fixed and receive 1-year SOFR on $100 notional?

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