What is the three year swap price

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Reference no: EM13894256

Suppose oil forward prices for 1-, 2-, and 3-year contracts are $20, $21, and $22. The 1-year effective annual interest rate is 6%, the 2-year interest rate is 6.5%, and the 3-year interest rate is 7%. What is the 3-year swap price?

Reference no: EM13894256

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