I. Firm A wants to borrow $10,000,000 floating for 5 years; Firm B wants to borrow $10,000,000 fixed for 5 years. Their external borrowing opportunities are shown below: Swap Bank proposes the following interest only swap: Firm A will pay the swap bank annual payments on $10,000,000 with the coupon rate of LIBOR +2%; in exchange, Swap Bank will pay to Firm A the interest payments on $10,000,000 at a fixed rate of 12.50%. Firm B will pay the swap bank the interest payments on $10,000,000 at a fixed rate of 13.25% and the swap bank will pay Firm B annual payments on $10,000,000 with the coupon rate of LIBOR +4%. 1. Compute the value of this swap to Swap Bank? (20 points) 2. Compute the value of this swap to Firm A? (20 points) 3. Compute the value of this swap to Firm B? (20 points)