2. 2.1. Suppose that the term structure of interest rates is flat in both Japan and United States. The Japanese rate is 5% per annum and the US rate is 10% per annum (both with continuous compounding). Some time ago a financial institution has entered into a currency swap in which it pays 6% per annum in yen and receives 9% per annum in dollars once a year. The principals in the two currencies are \$ 12 million and 1,500 million. The swap will last for another 3 years, and the current exchange rate is 125=$1. Copy the table below in your answer sheet and fill in the relevant missing entries to complete the valuation of currency swap (\$ millions) as a portfolio of forward contracts by assuming that the forward rates are realized. [50\%]