Please show all work, thanks

A thrift has funded 10 percent fixed-rate assets with variable-rate liabilities at LIBOR + 2 (L + 2) percent. A bank has funded variable-rate assets with fixed-rate liabilities at 6 percent. The bank's variable-rate assets earn LIBOR + 1 (L + 1) percent. The thrift and the bank have reached agreement on an interest-rate swap with the fixed-rate swap payment at 6 percent and the variable-rate swap payment at LIBOR. You MUST justify your answers and show work for your computational questions. What will be the net after-swap cost of funds for the bank if the cash market liabilities arc included in the analysis? What will be the net after-swap yield on assets for the thrift? Assume that the swap is for two years and that LIBOR is 5.25 percent in year one and 6.25 percent in year two. What will be the net swap cash flow each year if the notional value of a swap is $100 million? Assume that the thrift variable-rate liabilities are CDs indexed to some domestic rate. Which of the f