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Question 4 20 pts A company approaches a bank and wants to borrow $10m from the bank starting in 122 days for 90 days. The bank sees the current market information as 122 day continuously compounded rate is 2.1478%. . There is a Eurodollar futures contract expiring in 122 days with a price of 98.0443. The bank sets their lending rate at 0.5% above fair. At what rate does the bank set its rate? % (solve to 4 decimal places and write 4.0025 to represent 4.0025%) From the bank's perspective what are the two cash flows on the lending. Remember a positive number represents the bank receiving cash. Round your answer to the nearest penny (0.01) First Cash Flow Second Cash Flow What is the present value of this FRA from the bank's perspective? Round your answer to the nearest penny (0.01) The company agrees to borrow from the bank. The bank immediately hedges this transaction with the Eurodollar futures contract. What position do they enter? (type 5 for long five contracts and -5 for short five contracts)