Assume the net swap payment is $.50 on a reverse transaction involving a 3-year corn swap. What is the market value of the swap given interest rates on zero coupon treasury bonds are 5.2%, 5.6%, and 6.0% for 1, 2, and 3 years, respectively?
A) $0.96
B) $1.10
C) $1.25
D) $1.34

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The Answer of Assume the net swap payment is $.50 on a reverse transaction involving a 3-year corn swap. What is the market value of the swap given interest rates on zero coupon treasury bonds are 5.2%, 5.6%, and 6.0% for 1, 2, and 3 years, respectively?
A) $0.96
B) $1.10
C) $1.25
D) $1.34

Assume the Net Swap Payment Is