only do number two please. ignore number one.

The following table contains price quotes for 3-month Euro-dollar futures| a. Suppose you buy a contract ($1 million) on 11/01, how much do you gain or lose on 11/02? b. The 3-month Euro-dollar futures contract will expire on 12/21 and assume the actual LIBOR on that day is 3%, what interest rate do you lock in when you buy this 3-month Euro-dollar futures contract on 11/01? Show the details and steps of calculation of why you lock into that rate. Suppose AAA wants to borrow floating rate, and BBB wants to borrow fixed rate. Given the follow table use the concept of comparative advantage to design a swap that gives the Fl 0.2% of the profit and the rest of the benefit split evenly between AAA and BBB