Assume Carlton enters into a three-year fixed-for-fixed swap agreement to receive Swiss Franc and pay U.S. dollar annually, on a notional amount of $6,000,000. The spot exchange rate at the time of the swap is SF0.8/\$. Which of the following statements is correct about Cariton's position on interest rates in the swaps? Select one: a. Cariton receives 2.12% interest rate on Swiss Franc and pays 5.59% interest rate on U.S. dollar. b. Carlton receives 1.76% interest rate on Swiss Franc and pays 5.46% interest rate on U.S. dollar. c. Carlton receives 2.12% interest rate on Swiss Franc and pays 5.54% interest rate on U.S. dollar. d. Carlton receives 2.17% interest rate on Swiss Franc and pays 5.54% interest rate on U.S. dollar. e. Cariton receives 5.59% interest rate on Swiss Franc and pays 2.12% interest rate on U.S. dollar