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). Q4 (swaps) Consider the 9-month oil swap that expires in December in Q3. In June, the oil price is \$61/barrel. (a) If the swap is settled in cash, what is the payoff to the floating price payer in June on a 1,000-barrel swap agreement? Please input the answer in dollar (e.g., 8.12 dollars as 8.12). (b) Suppose the zero-coupon bond prices in June per $1 of payment in September and December are 0.95 and 0.90 . Try to solve for the new oil forward prices, assuming the storage cost and convenience yield of oil are negligible. No need to report your solution of oil forward prices. What is the 6-month oil swap price in June per barrel? Please input the answer in dollar (e.g., 8.12 dollars as 8.12). (c) For an existing 9-month oil swap that expires in December which delivers one barrel of oil in each settlement, what is the value of the swap to a fixed price payer after the settlement in June? Please input the answer in dollar (e.g., 8.12 dollars as 8.12).[Hint: consider what we learned on how to value an existing forward position.]