A mortgage company (party E) has just lent \($1\) million for 5 years at 12 percent with annual payments, and it pays a deposit rate that equals LIBOR + 1 percent. With these rates, the company would lose money if the LIBOR exceeds 11 percent. This vulnerability prompts the mortgage company to enter an interest rate swap with party F. This swap agreement covers a 5-year period and involves annual interest payments on a \($1\) million principal amount. Party E agrees to pay a fixed rate of 12 percent to Party F. In return, party F agrees to pay a floating rate of LIBOR + 3 percent to party E. Determine an annual net cash flow available for the mortgage company.