A bank enters into a 5-year interest rate swap with a corporate client who agrees to pay the bank a fixed-rate of 10 percent annually on a notional amount of $10,000,000 and receive LIBOR percent. The initial value of swap is zero. As of the fourth reset date, calculate the value of the swap to the bank immediately after the interests payments, assuming that the fixed-rate side of the swap has increased to 11% and LIBOR rate is 5%. Assume the term structure is flat and there has been no change in credit spreads from the inception of the swap until the new pricing date. O $90,090.09 loss, O $909,090.91 gain. O No loss or no gain since maturity has not arrived. $90,090.09 gain. None of the others