Not yet answered Marked out of 5.00 P Flag question XYZ Corporation enters into a 6-year interest rate swap with a swap bank in which it agrees to pay the swap bank a fixed-rate of 9 percent annually on a notional amount of CHF10,000,000 and receive LIBOR-percent. As of the third reset date (.e., midway through the 6-year agreement), calculate the price of the swap, assuming that the fixed-rate at which XYZ can borrow has increased to 10 percent. (5 marks] Select one: O a. CHF248,685 o b. CHF2,700,000 OC. CHF900,000 O d. CHF7,300,000