Expalin this

Suppose a 10-yr 4.5% coupon bond has a price of 100.3% of face, and a 10-yr zero coupon bond has a price of 64% of face. What is the price (to nearest $0.01, with $100 face) of an inverse floater that pays a coupon rate of (9.9% - 1.8 \times LIBOR)? Assume that all cash flows are "risk free", including LIBOR rates. Selected Answer: [None Given] Correct Answer: 79.06 + 0.01 Suppose a 10-yr 4.5% coupon bond has a price of 100.3% of face, and a 10-yr zero coupon bond has a price of 64% of face. What is the price (to nearest $0.01, with $100 face) of an inverse floater that pays a coupon rate of (9.9% - 1.8 \times LIBOR)? Assume that all cash flows are "risk free", including LIBOR rates. Selected Answer: [None Given] Correct Answer: 79.06 + 0.01