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8.10 Using the zero-coupon bond prices and oil forward prices in Table 8.9, what is...

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Finance

8.10 Using the zero-coupon bond prices and oil forward prices in Table 8.9, what is the price of an 8-period swap for which two barrels of oil are delivered in even-numbered quarters and one barrel of oil in odd-numbered quarters?

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ROBLEMS Some of the problems that follow use Table 8.9. Assume that the current exchange rate is $0.90/E. ROBLEMS Some of the problems that follow use Table 8.9. Assume that the current exchange rate is $0.90/E

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