4. Currency swap. A company has a loan of CAD 9 million with a semi-annual coupon rate of 5% which matures in 18 months. The company wants to swap Into USD. The current exchange rate is 1.2 CAD/USD. The USD and CAD interest rates are 3% and 5%, respectively, and the term structures are flat. What is the fixed payment of USD that sets the value of a USD/CAD swap equal to zero? 5. Currency swap. Suppose after one year passes the exchange rate is 1.3 CAD/USD. What is the value of the swap designed in problem 4 now (from the company's perspective)? 4. Currency swap. A company has a loan of CAD 9 million with a semi-annual coupon rate of 5% which matures in 18 months. The company wants to swap Into USD. The current exchange rate is 1.2 CAD/USD. The USD and CAD interest rates are 3% and 5%, respectively, and the term structures are flat. What is the fixed payment of USD that sets the value of a USD/CAD swap equal to zero? 5. Currency swap. Suppose after one year passes the exchange rate is 1.3 CAD/USD. What is the value of the swap designed in problem 4 now (from the company's perspective)