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13-12-2022
Mathematics

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The zero-coupon bond yields are 2.25%, 3.25%, and 3.75% in years 1, 2, and 3 respectively. Assume oat forward prices for the proceeding 3 years are $5.40, $6.25 and $7.05 respectively. What is the 3-year swap price on oat? $6.65 $6.21 $7.05 $5.74

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