Use the Deriva Gem software to value a European swap option that gives you the right in 2 years to enter into a 5-year swap in which you pay a fixed rate of 6% and receive floating Cash flows are exchanged semiannually on the swap. The 1-year 2-year, S-year, and 10-year zero-coupos interest rates (continuously compounded) are 5%, 6%, 6.5% and 7%, respectively. Assume a principal of $100 and a volatility of 15% per annum. Give an example of how the swap option might be used by a corporation. What bond option is equivalent to the swap option?