A currency swap has a remaining life of 15 months. It involves exchanging interest at 10% on GBP 20 million (British Pounds) for interest at 6% on USD 30 million once a year. The term structure of interest rates in both the UK and the US is currently flat, and if the swap were negotiated today the interest rates exchanged would be 4% in USD and 7% in GBP. All interest rates are quoted with annual compounding. The current exchange rate (USD per GBP) is 1.55 . What is the value of the swap to the party paying GBP? What is the value of the swap to the party paying USD