Problem 20-6 (LG 20-1) Suppose you purchase a 10-year AAA-rated Swiss bond for par that is paying an annual coupon of 9 percent and has a face value of 1,700 Swiss francs (SF). The spot rate is U.S. $0.66667 for SF1. At the end of the year, the bond is downgraded to AA and the yield increases to 11 percent. In addition, the SF depreciates to U.S. $0.74074 for SF1. a. What is the loss or gain to a Swiss investor who holds this bond for a year? b. What is the loss or gain to a U.S. investor who holds this bond for a year? (For all requirements, Input the amount as a positive value. Do not round Intermediate calculations. Round your answers to 2 decimal places. (e.g., 32.16)) Answer is complete but not entirely correct. Loss to Swiss investor (2.07) * % Gain to U.S. investor 8.81 %6 b