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Q3 (pricing of swaps, past exam question) The table shows the information in March. For all the interest rate swaps and the oil swaps, settlements

image text in transcribed Q3 (pricing of swaps, past exam question) The table shows the information in March. For all the interest rate swaps and the oil swaps, settlements occur every three months. (a),(b) and (c): please compute the swap rate (i.e., the annualized fixed rate) for interest rate swaps that initiate in March and expire in June, September and December. Please input the answers in percentage without the % sign (e.g. 8.12% as 8.12 ). (d), (e) and (f): please compute the swap prices for oil swaps that initiate in March and expire in June, September and December. Please input the answers in dollar (e.g., 8.12 dollars as 8.12)

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