Consider a bank that has entered into a five-year swap on a notational balance of $10,000,000 with a corporate customer who has agreed to pay a fixed payment of 10 percent in exchange for LIBOR. As of the fourth reset date, determine the price of the swap from the bank's point of view assuming the fixed-rate side of the swap has increased to 11 percent. LIBOR is at 5 percent. $909,090.91 gain. $90,090.09loss. No loss or no gain since maturity has not arrived. $90,090.09gain