Based on the yield curve below (assuming annual compounding), compute the following forward rate agreement (FRA) rates: Based on the information in Problem 1, find the SWAP rate for a 10-year (pay fixed, receive floating) SWAP with annual resets: SWAP Rate: (x,0000%) Next, determine the expected annual cash flows that the long position will pay and receive and the net cash flow: NOTE: the net cash flow is the amount received less the amount paid Notional amount: 15,563,000 \begin{tabular}{|c|l|l|l|} \hline Year: & \multicolumn{1}{|c|}{ PAY: } & RECEIVE: & NET CASH FLOW: \\ \hline 1 & & & \\ \hline 2 & & & \\ \hline 3 & & & \\ \hline 4 & & & \\ \hline 5 & & & \\ \hline 6 & & & \\ \hline 7 & & & \\ \hline 8 & & & \\ \hline 9 & & & \\ \hline 10 & & & \\ \hline \end{tabular} Format all value: (x000,000,0x)