Institution A wants to deposit 10 min USD for 3 years based on LIBOR 6M rate, institution B the same amount at fixed interest rate. The market offers are as follows: a) Propose a swap contract when A, B earns equally (no financial intermediary). Indicate flows and profit in percentage points of both institutions. b) If the we assume that we will observe following LIBOR 6M rates during the contract: calculate what flow in swap will occur in one year from now. Institution A wants to deposit 10 min USD for 3 years based on LIBOR 6M rate, institution B the same amount at fixed interest rate. The market offers are as follows: a) Propose a swap contract when A, B earns equally (no financial intermediary). Indicate flows and profit in percentage points of both institutions. b) If the we assume that we will observe following LIBOR 6M rates during the contract: calculate what flow in swap will occur in one year from now