How the present values would change if all the forward rates increase by 185 basis points?

Year Interest Rates(%) Par Spot Forward DF 1 8.75 8.75 8.75 2 9 9.01 9.27 3 9.25 9.28 9.82 4 9.5 9.56 10.41 5 9.75 9.86 11.04 6 10 10.16 11.72 Payments Present Values Fixed Float Fixed Float 0.9195 0.1 0.0875 0.092 0.0805 0.8415 0.1 0.0927 0.0842 0.078 0.7662 0.1 0.0982 0.0766 0.0753 0.694 0.1 0.1041 0.0694 0.0722 0.625 0.1 0.1104 0.0625 0.069 0.5594 0.1 0.1172 0.0559 0.0656 Sum of PV payments= 0.4406 0.4406 PV of Principals 0.5594 0.5594 PV of All Cash Flows= 1 1 Change in the swap price= 0 Year Interest Rates(%) Par Spot Forward DF 1 8.75 8.75 8.75 2 9 9.01 9.27 3 9.25 9.28 9.82 4 9.5 9.56 10.41 5 9.75 9.86 11.04 6 10 10.16 11.72 Payments Present Values Fixed Float Fixed Float 0.9195 0.1 0.0875 0.092 0.0805 0.8415 0.1 0.0927 0.0842 0.078 0.7662 0.1 0.0982 0.0766 0.0753 0.694 0.1 0.1041 0.0694 0.0722 0.625 0.1 0.1104 0.0625 0.069 0.5594 0.1 0.1172 0.0559 0.0656 Sum of PV payments= 0.4406 0.4406 PV of Principals 0.5594 0.5594 PV of All Cash Flows= 1 1 Change in the swap price= 0