30. Ganado Corporation entered into a three-year cross-currency interest rate swap to receive U.S. dollars and pay Swiss francs using mid-rates. Ganado, however, decided to unwind the swap after one year - thereby having two years left on the settlement costs of unwinding the swap after one year. Repeat the calculations for unwinding, but assume that the following rates now apply: s Assumptions Notional principal Original spot exchange rate, SFr./S New (1-year later) spot exchange rate, SFr./S New fixed US dollar interest New fixed Swiss franc interest 3-year mid-rate 2.50% 2.00% 1.10 Values Swap Rates 1,000,000 Original: US dollar Original: Swiss franc 1.15 3.00% 2.50% D