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Question
Given zero-coupon bond yields are 2.0%, 2.5%, and 2.8% in years 1, 2, and 3, respectively, calculate the prepaid swap price for corn. Assume corn forward prices for the proceeding 3 years are $5.00, $5.20, and $5.35, respectively.A) $14.87
B) $15.04
C) $16.12
D) $16.20
Answer
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Related questions
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