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Suppose that a commoditys forward prices for 1 year, 2 years, and 3 years are $86, $71, and $58, respectively. The 1-year effective annual interest

Suppose that a commoditys forward prices for 1 year, 2 years, and 3 years are $86, $71, and $58, respectively. The 1-year effective annual interest rate is 5.5%, the 2-year interest rate is 5.8%, and the 3-year interest rate is 6.3%. What is the 3-year swap price?
a.
b.
c.
d.
e.

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