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Using the information about zero-coupon bond prices and oil forward prices in table, construct the set of swap prices for oil for 1 through 8
- Using the information about zero-coupon bond prices and oil forward prices in table, construct the set of swap prices for oil for 1 through 8 quarters.
- Using the information in table, what is the swap price of a 4-quarter oil swap with the first settlement occurring in the third quarter?
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