Q 1: Pricing Interest Rate Swap A. Price a plain vanilla one-year interest rate swap with quarterly settlements and $100 million notional principal. The current term structure of LIBOR is given in the table below. Use the 30/360 day count method. B. What is the quarterly fixed rate payment? Term structure of interst rates Maturity 90 5.85% 180 5.85% 6.24% 360 6.65% 270 NP Settlement period Day count (30/360) $100,000,000 90 days 360 days A. Fixed Rate B. Fixed Rate Payment % per annum (in US dollar) >>>>> Show your calculation below >>>>>>>> Q 1: Pricing Interest Rate Swap A. Price a plain vanilla one-year interest rate swap with quarterly settlements and $100 million notional principal. The current term structure of LIBOR is given in the table below. Use the 30/360 day count method. B. What is the quarterly fixed rate payment? Term structure of interst rates Maturity 90 5.85% 180 5.85% 6.24% 360 6.65% 270 NP Settlement period Day count (30/360) $100,000,000 90 days 360 days A. Fixed Rate B. Fixed Rate Payment % per annum (in US dollar) >>>>> Show your calculation below >>>>>>>>