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. (a) Find the Interest Rate Swap of June, September and December respectively. (b) Find the Oil Swap Price of June, September and December respectively. (c) Consider the 9-month oil swap. 3 months later, the oil price is $61/barrel. If cash settlement occurs, what is the payoff of the floating price payer at t=3 months on a 1,000-barrel swap agreement? (d) After the settlement above, what is the value of the swap? Given that the 3-month and 6-month interest rate at that time is 2% and 4.5% effectively. Assume the dividend yield (lease rate) of oil is negligible