It is an actuarial finance math question with swap rate

Question 1 (2 points) Warren Bank and Asper Bank entered into a four year interest rate swap on March 31, 2018. The notional amount of the swap was a level $20,000,000 for all four years. The swap has annual settlement periods with the first period starting on March 31, 2018. Under the swap, Warren Bank agreed to pay a variable rate based on the one year spot rate at the beginning of each settlement period. Asper Bank will pay Warren Bank the fixed rate of 1.5% on each settlement date. On March 31, 2018, the spot interest rates are: $1 = 1.9% s2 = 1.7% s3 = 1.5% s4 = 1.6% s5 = 1.8% Warren Bank decides to sell the swap on March 31, 2020. 1. Calculate the forward rate f[1,2] using the spots rates on on March 31, 2018. 2. Calculate the market value of the swap on March 31, 2020, from Warren Bank' position in the swap. Question 1 (2 points) Warren Bank and Asper Bank entered into a four year interest rate swap on March 31, 2018. The notional amount of the swap was a level $20,000,000 for all four years. The swap has annual settlement periods with the first period starting on March 31, 2018. Under the swap, Warren Bank agreed to pay a variable rate based on the one year spot rate at the beginning of each settlement period. Asper Bank will pay Warren Bank the fixed rate of 1.5% on each settlement date. On March 31, 2018, the spot interest rates are: $1 = 1.9% s2 = 1.7% s3 = 1.5% s4 = 1.6% s5 = 1.8% Warren Bank decides to sell the swap on March 31, 2020. 1. Calculate the forward rate f[1,2] using the spots rates on on March 31, 2018. 2. Calculate the market value of the swap on March 31, 2020, from Warren Bank' position in the swap