A bank is party to a currency swap where it pays 8% per year in dollars on a principal of $80 million, and receives 5% per year in euros on a principal of 70 million. Interest payments are annual, and principals are exchanged at the maturity date of the swap, in 2.5 years. The current exchange rate is $1.14 per euro. Dollar and euro interest rates are given below for various maturities (with continuous compounding): Part 1 Attempt 1/4 for 10 pts. What is the forward exchange rate in 2.5 years (with continuous compounding)? Part 2 Attempt 1/4 for 10 pts. What is the net cash flow to the bank in 0.5 years (in $ million) before discounting? Part 3 Attempt 1/4 for 10 pts. What is the value of the currency swap to the bank (in \$ million)