Assume that you are a swap dealer who is obligated to make 3 annual payments of 6.6% interest. The notional principal for the swap was HK$ 9 million. The floating rate that you will receive annually is LIBOR + 1%. If the LIBOR is 6.35% and does not change over the next 3 years, what is the net present value of your swap agreement at a discount rate of 6%? A) HK$ 180,428.31 OB) HK$ 106,284.80 C) HK$ 132,314.09 D) HK$ 108,256.98 E) HK$ 300,713.84