Given the Treasury Zero-Coupon Bond Prices of June, September, and December are 0.97, 0.935, and 0.89 respectively. The Oil Forward Prices of June, September, and December are 60, 63, and 65. Please use the information above and construct the set of fixed rates of the interest rate swaps and the swap prices for oil for 3 through 9 months. The swap settlements occur every quarter. Use the information and construct the set of fixed rates of the interest rate swaps and the swap prices for oil for 3 through 9 months. The swap settlements occur every quarter.