Question 14 132 pus Suppose that you have entered into a 5-year swap contract with a swap bank to swap out your Australian dollar debt into hxed-rate Euro debt. It involves exchanging interest at 4.8% per annum on AUD 25 million for interessat 6.2% per annum on Euro 20 million twice a year. Assume that 4 years have passed since you entered into the transaction. If the swap were negotiated today, the interest rates exchanged would be 4.2% per annum tor AUD and 696 per annum for Euro. The current exchange rate is AUD1.31/Euro. What is the net present value of the swap to you? You can assume that the term structures of interest rates in both currencies are flate interest rates will be unchanged from now on). O AUD 1.200,000 O AUD 1.294,707 O - AUD 1,200,000 O - AUD 1,104.729 AUD 1.104.729 O