Question 6 (6 points) A 5100 million interest rate swap has a remaining life of 10 months. Under the terms of the swap. six-month LIBOR is exchanged for 75 per annum (compounded semiannualy). The average of the bid-offer rate being exchanged for ste month LIBOR in swaps of all maturities is currently 5% per annum with continuous compounding. The six-month LIBOR rate was 46% per annum two months ago 2) What is the face value of the first floating payment? 2.26 2.3 2.11 3.5 Question 7 (6 points) Saved A S100 million interest rate swap has a remaining life of 10 months. Under the terms of the swap,she-month LIBORIS