A fixed-for-floating currency swap agreement is made between two exporters. Exporter A agrees to pay 1.5% APR on Japanese Yen principal of 1,836,000,000. Exporter B agrees to pay six month Libor on U.S dollar principal of $18,000,000. The payment schedule is every six months for a term of 3 years. If 1 Libor has increased to 6.25% at the end of the first period, what is the net cash flow in USD assuming an exchange rate of USD/102. $135,000 to A a. $1,125,000 to B b. $562,500 to A C. O d. $427,500 to A $270,000 to A e