Assuming that risk-free rates are as in Problem 4.5, what is the value of an FRA where the holder will pay LIBOR and receive 4.5% (quarterly compounded) for a three-month period starting in one year on a principal of $1,000,000. The forward LIBOR rate for the three month period is 5% quarterly compounded. Maturity (monthse | Rate % per annum) 3.02 3.22 62 ge 12 15e 3.44 3.52 3.64 18e 3.72 Assuming that risk-free rates are as in Problem 4.5, what is the value of an FRA where the holder will pay LIBOR and receive 4.5% (quarterly compounded) for a three-month period starting in one year on a principal of $1,000,000. The forward LIBOR rate for the three month period is 5% quarterly compounded. Maturity (monthse | Rate % per annum) 3.02 3.22 62 ge 12 15e 3.44 3.52 3.64 18e 3.72