(15 pts.) 11. Assume that a bank has 5 year fixed rate loans earning 9.9% funded by month CDs indexed to the six-month T bill rate minus 0.20%. 6- Assume that an insurance company has 6 month Tbills as assets and 5 year liabilities which they pay 9.1% fixed. on Assume that these two parties enter into an interest rate swap with a fixed rate of 9.7% a floating rate of the six-month Tbill +0.30%. and (1 pt) 11a. Which entity will receive fixed? (1 pt) 11b. Which entity will receive floating? (6.5 pts) 11c. What is the net cash flow for the bank (using percentages, as we have done in class) (6.5 pts) 11d. What is the net cash flow for the insurance company (using percentages, as we have done in class)