What is the price of a 10-year risk free bond, with a face value of $100, and coupon payments from t=1 to t=10 are the following:

Ct= (20%+0.001 Oilt-3rt-1.1) *100

where Oilt is the sport price of a barrel of crude oil at t. Suppose that the swap rate on a 10-year oil swap is $100, meaning that there is a zero-cost swap with the following cash flows from t=1 to t=10:

(Oilt - 100) * N

where N is the notional amount of the swap.

Suppose that the price of a 10-year, 7.5% coupon bond with a face value of $100 is $120.