5. (2pts) Suppose 90 days later the FRA in question 3 matures. The term structure of LIBOR is: Term (days) 30 60 90 120 150 180 270 Rate (% 5.87 6.00 6.02 6.05 6.10 6.12 6.25 6.35 360 Calculate the payoff of the FRA contract to the bank. 5. (2pts) Suppose 90 days later the FRA in question 3 matures. The term structure of LIBOR is: Term (days) 30 60 90 120 150 180 270 Rate (% 5.87 6.00 6.02 6.05 6.10 6.12 6.25 6.35 360 Calculate the payoff of the FRA contract to the bank