Question 17 (1 point) FRA term-structure: FRA(3m, 6m) = (4%, 4.4%). Compute SFR for a 6-month quarterly IR swap. 4% 4.1% 04.2% 4.4% Question 18 (1 point) Firm A pays a fix rate of 8% on its loan and want to convert it into a floating rate loan (LIBOR). How can it accomplish this transformation? add LIBOR loan O enter a swap that receives LIBOR and pays fixed rate O enter a swap that pays LIBOR and receives fixed rate