Hi, can it be with explanation and detail on how every value was calculated??? Thanks !!!!!!!!!!!!!!

1.23% 3. You are given the following data on Libor yields at six monthly intervals. (2 points each) Maturity Dates Annualized Yields 19/05/2004 19/11/2004 1.06% 19/05/2005 19/11/2005 1.44% 19/05/2006 2.06% 19/11/2006 2.66% 19/05/2007 3.10% 19/11/2007 3.20% 19/05/2008 3.49% The current date is 19-May-04. All swaps in this question have a four-year maturity and a notional principal of 100,000, Assume the fixed-rate side of the swap is on 30/360 basis, and the floating side is on an Actual/360 basis. The zero-coupon yields be converted into discount factors using the following formula: 1 d 1 + z.D/360 Where z is the zero-coupon rate and D is the number of days to the payment from inception. a) Find the price of a fixed-for-floating interest-rate swap that pays Libor on the floating leg. b) Find the price of a fixed-for-floating interest-rate swap that pays Libor+25 bps on the floating leg. c) Find the price of a zero-coupon swap against floating Libor. d) If the fixed rate on the swap is 3%, what is the spread over Libor, on the floating leg to make this a fair swap? 1.23% 3. You are given the following data on Libor yields at six monthly intervals. (2 points each) Maturity Dates Annualized Yields 19/05/2004 19/11/2004 1.06% 19/05/2005 19/11/2005 1.44% 19/05/2006 2.06% 19/11/2006 2.66% 19/05/2007 3.10% 19/11/2007 3.20% 19/05/2008 3.49% The current date is 19-May-04. All swaps in this question have a four-year maturity and a notional principal of 100,000, Assume the fixed-rate side of the swap is on 30/360 basis, and the floating side is on an Actual/360 basis. The zero-coupon yields be converted into discount factors using the following formula: 1 d 1 + z.D/360 Where z is the zero-coupon rate and D is the number of days to the payment from inception. a) Find the price of a fixed-for-floating interest-rate swap that pays Libor on the floating leg. b) Find the price of a fixed-for-floating interest-rate swap that pays Libor+25 bps on the floating leg. c) Find the price of a zero-coupon swap against floating Libor. d) If the fixed rate on the swap is 3%, what is the spread over Libor, on the floating leg to make this a fair swap