6. A U.S. firm (USF) recently issued 66,000,000 worth of LT euro-denominated debt at 6.2$ per year, with semiannual payments of half that amount. The firm wishes to elfectively transform this issue into floating rate, S-denominated debt. The firm goes to CCB and inquires about what it can do to get the desired result. The bank provides USF with the following quotes. You are the consultant to USF. CCB quotes US, dollars 5.30OK bid for and 5.45% Fask against 6 -month dollar LBOR Euros 4.2% bid and 4.3% asked against 6 -month euro uBOR U.S. dollars 5.90% bid for and 5.45% ask against 6 -month euro LBOR (3)rrswap) Euros 4.2% bid and 4.3% asked against 6 -month dollar LBOR (B-yr swap) Spot exchange rate =$1.50/C (3-yrswap) (3-yr swap) You inform USF that a swap can be used to transform their debt. The swap's notional principal will need to be set so that the cash inflow from the swap will offset the cash outflow associated with the debt. You provide them with the following cash flow worksheet based on some hypothetical LBOR rates over the next three years. Every number you write down must have the appropriate currency prefix (either Cor$ ) and must have parentheses around the number if it is a cash outilow. Also, please note that all interest rates are in yearly form whereas cash flows occur every six months