Consider Company A has agreed to pay 6M LIBOR rate (semi-annual compounding) and receive fixed 4% pa. (semi-annual compunding) each 6M under a 2Y SWAP contract on a principal of 1.000.000 GBP. The swap has a remaining life of 9M (it end on 31.12.2020). What is the value of this SWAP on 01.04.2020, if the following quotations (pa., continuous compounding) are known: Date 01.01.2020 01.04.2020 LIBOR BM 3,80% 3,95% LIBOR 6M 4,00% 4,10% LIBOR 9M 4,10% 4,15% LIBOR 1Y 4,12% 4,20% Select one: O i. 1757,49 GBP O ii. -1 741,68 GBP O iij. -1 037,11 GBP O iv. 1 741,68 GBP O v. -1 757,49 GBP O vi. -1 252,08 GBP O vii. 1037,11 GBP O viii. -1 236,47 GBP O ix. 1 252,08 GBP O X. 1 236,47 GBP Consider Company A has agreed to pay 6M LIBOR rate (semi-annual compounding) and receive fixed 4% pa. (semi-annual compunding) each 6M under a 2Y SWAP contract on a principal of 1.000.000 GBP. The swap has a remaining life of 9M (it end on 31.12.2020). What is the value of this SWAP on 01.04.2020, if the following quotations (pa., continuous compounding) are known: Date 01.01.2020 01.04.2020 LIBOR BM 3,80% 3,95% LIBOR 6M 4,00% 4,10% LIBOR 9M 4,10% 4,15% LIBOR 1Y 4,12% 4,20% Select one: O i. 1757,49 GBP O ii. -1 741,68 GBP O iij. -1 037,11 GBP O iv. 1 741,68 GBP O v. -1 757,49 GBP O vi. -1 252,08 GBP O vii. 1037,11 GBP O viii. -1 236,47 GBP O ix. 1 252,08 GBP O X. 1 236,47 GBP