please help guys

Main Question Set 19 Review Later Investor D holds a 2 year annual coupon bond of $50,000 par and an annual coupon payment of 6%. The hazard rate for the first and second payment are 1.5% and 3.6% respectively. Calculate the probability of default for the bond, 4994 5.05% 5.10% 4,83 Page 19 of 20 Prev Page Next Page 3 Review Later Company A entered into a 4 year interest rate swap with annual settlement (payment) dates, a notional amount of $5MM and an initial swap fixed rate of 3.80%. One year has passed and the company needs to determine the new value of the swap based on current market LIBOR rates as provided below. What is the current swap value? LIBOR Rates 1 Year 3.10% 2 Year 3.50% 3 Year 3.80 Note: Please round your calculations for the present value factors to 4 decimals in order to arrive at the correct answer $26,520.80 $25,392.00 $21,016.50 $20,870.45 Page 3 of 20