Use the DerivaGem software to value a five-year collar that guarantees that the maximum and minimum interest rates on a LIBOR-based loan (with quarterly resets) are 7% and 5%, respectively. All three-month LIBOR forward rates are 6% per annum (with quarterly compounding). The flat volatility is 20%. Assume that the principal is $100 and the risk-free (OIS) term structure is flat at 5.8%.