Intro A bank is party to a currency swap where it pays 7% per year in dollars on a principal of $10 million, and receives 5% per year in yen on a principal of 1,000 million yen. Interest payments are annual, and principals are exchanged at the maturity date of the swap, in 2.5 years. The current exchange rate is $0.0087 per yen. Japanese interest rates are 6% and U.S. interest rates are 10% for all maturities. Part 1 Attempt 5/5 for 9 pts. What is the net cash flow to the bank in 0.5 years (in \$ million)? Part 2 (*) Attempt 1/5 for 10 pts. What is the value of the currency swap to the bank (in \$ million)