A $200 million interest rate swap has a remaining life of 8 months. Under the terms of the swap, six-month LIBOR is exchanged for 8% per annum with semi- annual compounding. The LIBOR zero curve is flat with 7% per annum with semi-annual compounding. The six-month LIBOR was 6% four months ago What is the amount of the next first floating payment? O A $6 million OB. 57 million OC. $14 million OD. $8 million A $200 million interest rate swap has a remaining life of 8 months. Under the terms of the swap, six-month LIBOR is exchanged for 8% per annum with semi- annual compounding. The LIBOR zero curve is flat with 7% per annum with semi-annual compounding. The six-month LIBOR was 6% four months ago What is the amount of the next first floating payment? O A $6 million OB. 57 million OC. $14 million OD. $8 million