At t$=0,$ we are in $8/1/2019$

The company Ford will start a currency swap with the Brazilian company Skol.

The first payments will start in $3/1/2020$ and will continue each year until $3/1/24.$

The principals in the two currencies are $$60$ million and $300$ million Real.

At this time, suppose that the term structure of LIBOR$/$swap interest rates is:

In Brazil: $3/1/2020$ r $=4\%$

$3/1/2021$ r $=8\mathrm{.}264\%$

$3/1/2022$ r $=12\mathrm{.}811088\%$

$3/1/2023$ r $=17\mathrm{.}7747759\%$

$3/1/2024$ r $=23\mathrm{.}6635147\%$

In the United States: $3/1/2020$ r $=3\%$

$3/1/2021$ r $=7\mathrm{.}12\%$

$3/1/2022$ r $=11\mathrm{.}19056\%$

$3/1/2023$ r $=15\mathrm{.}0822296\%$

$3/1/2024$ r $=181894498\%$

Ford will receive $3\%$ per annum $($continuously compounded$)$

The exchange rate is $4\mathrm{.}66$ BRL$/$USD

What should be the rate that Ford would pay to Skol?

$2/$ Now, we are in $1/1/2021.$

The new interest rates are:

In Brazil: $3/1/2021$ r $=0\mathrm{.}5\%$

$3/1/2022$ r $=7\mathrm{.}2335\%$

$3/1/2023$ r $=14\mathrm{.}739845\%$

$3/1/2024$ r $=23\mathrm{.}1158537\%$

In the United States: $3/1/2021$ r $=0\mathrm{.}41\%$

$3/1/2022$ r $=5\mathrm{.}53091\%$

$3/1/2023$ r $=11\mathrm{.}0185173\%$

$3/1/2024$ r $=17\mathrm{.}6796284\%$

The exchange rate is $4\mathrm{.}99$ BRL$/$USD

What is the value of the swap? please show all answers in an excel spreadsheet