KKR wants to borrow USD21 million in 4 months for a six-month period. To lock in the rate on this loan, KKR sells a " 46 " FRA on LIBOR at 4.50% to Citi for a notional principal of USD21 million. In 4 months' time, LIBOR6 is 3.50%. How much will KKR pay to Citi to the nearest whole number? a. USD103,194 b. USD202,899 c. USD69,193 d. USD102,689 e. None of the options in this question are correct