I need help with questions 1-4:

1. CFA Jones notices that the futures price of the S&P500 index is lower than the current value of the index. One reason for this could be that the dividend yield of the S&P500 is greater than the risk-free interest rate. less than the risk-free interest rate. creates a convenience yield. 2. A portfolio of long floating rate agreements (FRAS) can be used to replicate CA. None of the above. B. The fixed rate payer's half of a plain vanilla swap. C. The floating rate payer's half of a plain vanilla swap. 3. The present value of $1 received 90, 180, 270, and 360 days from now is 0.98644, 0.97264, 0.95866, and 0.94451. The price of a one year swap with quarterly payments is closest to: A.6.01% CB.5.75% CC.5.65% 4. If an investor expects future LIBOR rates to increase at all maturities, how can she use a swap to make money off of this expectation? C A. Enter a pay fixed swap. B. Enter a receive fixed swap. C C. Purchase a floating rate and enter a receive fixed swap