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Widget forward prices are 11, 12, and 13 for 1, 2, and 3 year contracts. You enter a long swap involving 5 widgets per year,

Widget forward prices are 11, 12, and 13 for 1, 2, and 3 year contracts. You enter a long swap involving 5 widgets per year, level annual payments, and a constant force of interest .04. After 6 months the forward prices are 10, 11, and 15 and the force of interest is .03. Determine the value of the swap at 6 months.

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