can you help me this please?

A mortgage company (Party E) has just lent $1 million for five years at 12% with annual payments, and it pays a deposit rate that equals LIBOR +1%. With these rates, the company would lose money if LIBOR exceeds 11%. This vulnerability prompts the mortgage company to enter an interest rate swap with Party F. This swap agreement covers a five-year period and involves annual interest payments on a $1 million principal amount. Party E agrees to pay a fixed rate of 12% to Party F. In return, Party F agrees to pay a floating rate of LIBOR +3% to Party E. Determine an annual net cash flow available for the mortgage company