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Ganado's Cross-Currency Swap: SFr for USS. Ganado Corporation entered into a 3-year cross-currency interest rate swap to receive US dollars and pay Swiss francs Ganado,

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Ganado's Cross-Currency Swap: SFr for USS. Ganado Corporation entered into a 3-year cross-currency interest rate swap to receive US dollars and pay Swiss francs Ganado, however, decided to unwind the swap after one year--thereby having two years left on the settlement costs of unwinding the swap after one year. Repeat the calculations for unwinding, but assume that the following rates now apply DIA $ The notional principal in Swiss francs is SF(Round to the nearest Swiss franc.) In the first year of the swap, Ganado will receive S II (Round to the nearest dollar.) In the second year of the swap, Ganado will receive (Round to the nearest dollar) In the third year of the swap, Ganado will receive (Round to the nearest dollar.) In the first year of the swap, Ganado will pay SF (Round to the nearest Swiss franc) In the second year of the swap, Ganado will pay SF. (Round to the nearest Swiss franc) In the third year of the swap, Ganado will pay SF (Round to the nearest Swiss franc) Ganado, however, decided to unwind the swap after one yearthereby having two years left on the settlement costs of unwinding the swap after one year The present value of the dollar cash flow in year 2 is $ (Round to the nearest dollar) The present value of the dollar cash flow in year 3 is $(Round to the nearest dollar) The cumulative present value of the remaining dollar cash flows is $(Round to the nearest dollar) The present value of the franc cash flow in year 2 is SF (Round to the nearest Swiss franc) The present value of the franc cash flow in year 3 is SA (Round to the nearest Swiss Franc) The cumulative present value of the remaining franc cash flows is SF (Round to the nearest Swiss franc) The conversion from Swiss francs to dollars of the cash outflow is 5 (Round to the nearest dollar) The settlement of the unwinding is $ This is a cash receipt by (Round to the nearest dollar and select from the drop down menus) from Data Table - (Click on the icon to import the table into a spreadsheet.) Assumptioms Values Swap Rates Notional principal $9,500,000 Original US dollar Original spot rate (SFr/S) 1.5500 Original Swiss franc New (1-year later) spot (SFr/5) 1.6000 New fixed USS interest 520% New fixed Swiss franc interest 2. 20% 3-Year Bid 5.56% 1.93% 3-Year Ask 5.59% 201% Print Done

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