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5 Suppose that 12-month, 24-month zero rates of CNY are 4%, 4.2%, per annum with continuous compounding respectively. But are 3%, 3.5%, per annum with continuous compounding of USD. The current value of the CNY is 0.16 USD. In a swap agreement, a financial institution pays 9% per annum in CNY and receives 6% per annum in USD. The principals in the two currencies are $15 million USD and 30 million CNY. Payments are exchanged every year, with one exchange having Just taken place. The swap will last two more years. What is the value of the swap to the financial Institution? Assume all interest rates are continuously compounded. (Total 8 ) (8.04) 5 Suppose that 12-month, 24-month zero rates of CNY are 4%, 4.2%, per annum with continuous compounding respectively. But are 3%, 3.5%, per annum with continuous compounding of USD. The current value of the CNY is 0.16 USD. In a swap agreement, a financial institution pays 9% per annum in CNY and receives 6% per annum in USD. The principals in the two currencies are $15 million USD and 30 million CNY. Payments are exchanged every year, with one exchange having Just taken place. The swap will last two more years. What is the value of the swap to the financial Institution? Assume all interest rates are continuously compounded. (Total 8 ) (8.04)