question 6 please

Q5. Firm ABC has a bond with face value of $25,000,000 and ABC pays it's bondholders a fixed annual rate of 7%. Firm XY/ pay it's bondholders a floating rate of IBOR +.2% on a bond of $25,000,000. Both firms wish to change the nature of their payment so, they enter into the following direct swap for the next 5 years: on specific dates, ABC will pay XY I IBOR - .1\%, while XY/ will pay ABC6.8%. Use the example of INIEL and MS from CH. 7 to describe a chart of the above swap based on $25,000,000 notional amount and annual payments for the next 5 years. Q6. Calculate the percentages that ABC and XYZ will pay following the swap