Please use an excel sheet to calculate and give the answers, thank you!

Question 6: A bank has the following transactions with a AA-rated corporation. (a) A two-year interest rate swap, with the following information: Principal (in $millions): Current worth (in $millions): 101.3 3.7 (b) A nine-month foreign exchange forward contract, with the following information: The principal (in $millions) Current value of the option (in $millions): 151.3 -4.4 (c) A long position in a six-month option on gold, with the following information: The principal (in $millions) 51.7 Current value of the swap (in $millions): 7.5 What is the capital requirement under Basel I if there is no netting? What difference does it make if the netting amendment applies? What is the capital required under Basel II when the standardized approach is used? Question 6: A bank has the following transactions with a AA-rated corporation. (a) A two-year interest rate swap, with the following information: Principal (in $millions): Current worth (in $millions): 101.3 3.7 (b) A nine-month foreign exchange forward contract, with the following information: The principal (in $millions) Current value of the option (in $millions): 151.3 -4.4 (c) A long position in a six-month option on gold, with the following information: The principal (in $millions) 51.7 Current value of the swap (in $millions): 7.5 What is the capital requirement under Basel I if there is no netting? What difference does it make if the netting amendment applies? What is the capital required under Basel II when the standardized approach is used