-Assume a bank has 5 year fixed rate loans earning 10.2% (asset) funded by 6 month CDs indexed to the six month Tbill +0.15% (liability) -Assume an insurance company has 6-month Tbills as assets and 5 year liabilities on which they pay 9.6% Assume that these two parties enter into an interest rate swap with a fixed rate of 9.8% and a floating rate of the six month Tbill. The will be long the swap and the will be short the swap. The net cash flow for the bank will be The net cash flow for the insurance company will be