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 Carlton's position on interest rates in the swaps? Euro- Swiss franc U.S. dollar Japanese yen Years Bid Ask Bid Ask Bid Ask Bid Ask N 3.08 3.12 1.68 1.76 5.43 5.46 0.45 0.49 3 3.25 3.29 2.12 2.17 5.54 5.59 0.56 0.59 Select one: a. Carlton receives 2.12% interest rate on Swiss Franc and pays 5.54% 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 5.59% interest rate on U.S. dollar. d. Carlton receives 5.59% interest rate on Swiss Franc and pays 2.12% interest rate on U.S. dollar. e. Carlton receives 2.17% interest rate on Swiss Franc and pays 5.54% interest rate on U.S. dollar