An F has purchased a $209 million cap of 10 percent at a premium of 0.70 percent of face value. A S209 million floor of 4.9 percent is also available at a premium of 75 percent of face value. a. If interest rates rise to 11 percent, what is the amount received by the F? What are the net savings after deducting the premium? b. If the Fl also purchases a floor, what are the net savings if interest rates rise to 12 percent? What are the net savings if interest rates fall to 3.9 percent? (Negative amounts should be indicated by a minus sign c. If, instead, the Fl sells (writes) the floor, what are the net savings of interest rates rise to 12 percent? What if they fall to 3.9 percent? (Negative amounts should be indicated by a minus sign.) a. Amount received Net Savings b. Net savings if interest rates rise to 12 percent Net savings if interest rates fall to 3.9 percent c Net Savings if interest rates rise to 12 percent Net savings if they fail to 39 percent