Question 29: Assume you have the long GBP position in a S-Year at-market fixed-for-fixed USD/GBP currency swap. Payments occur at the end of each year. The notional amount is USD 5,000. The interest rates are ruso-396 and rGBP-696. Te spot rate when the contract originated was XUSD/GBP = 1.60. At the end of year 5, the spot rateis ysP 1.50. Which of the following two statements is correct? SI: Att S, the size of the difference check for the interest payment is USD 131.25 S2: Att-s, the size of the difference check for the principal payment is USD 625.00 a) Si is correct but $2 is false b) S2 is correct but S1 is false c) Both, SI and S2 are correct d) Both, SI and S2 are false