Please help to solve the below problem in the attached excel..

Q1: Interest Rate Swap ? One-year plain vanilla interest rate swap with quarterly reset ? No;onal principal of $10 million ? Current term structure of interest rates: - 90-day interest rate of 4.0% p.a. - 180-day interest rate of 4.5% p.a. - 270-day interest rate of 5.0% p.a. - 360-day interest rate of 5.5% p.a. FNCE 693 Wang Wei Mun 2 Q1: Interest Rate Swap ? Calculate the (annualized) fixed swap rate ? AYer sixty days, new term structure: - 30-day interest rate of 4.5% p.a. - 120-day interest rate of 5.0% p.a. - 210-day interest rate of 5.5% p.a. - 300-day interest rate of 6.0% p.a. ? Calculate the value of long posi;on in interest rate swap on day sixty