3 derivatives question

Question # 1 (10 Points): Consider the following market price information about bonds.

Fill up the four shaded cells for 2 points each. Fill up the other cells for the sake of completeness and if the entire set of cells is correct, you earn 2 more points.

____________________________________________________________ _________ Question # 2 (5 Points): Say, at the end of 2013, BX Gold Inc. entered into a commitment to sell 1.4 million ounce of gold @$1,100/ounce at the end of 2015 and to sell a second lot of 1.8 million ounces @$1,175/ounce at the end of 2016. As of the end of 2014, say the spot price of gold is $1,300/ounce, and the continuously compounded risk- free rate is 6% (ignore other carrying costs). Calculate the end of 2014 total value of BX Gold’s forward sale commitments.

Question # 3 (10 Points): Consider the following information about the market and about MoC Inc’s Swap Portfolio comprising of two existing swap positions.

Calculate the current market value of MoC Inc’s Swap Portfolio. [Need to imply some missing information]