Currency Swap - Assume IBM engages in a 5-year fixed for floating currency swap in which IBM pays 3 % fixed

in Sterling (British Pounds), and British Petroleum pays floating $ Libor to IBM. The initial $$ amount of the

swap is $155 million. The initial exchange rate is $1.55 per British Pound Sterling. Since IBM will be paying

Sterling interest, IBM receives Sterling Principal up front. In addition, assume that the floating $ Libor rates at

the 6 dates (from beginning to end) are 2.8 %, 2.8 %, 3.2 % , 3.2 %, 3.2 %, 2.6 % . Make up the standard table

illustrating what IBM pays and receives at each date (0,1,2,3,4,5).