Sketch the cash flows for: 1. Receipt of a 5-year interest-only (not interest + pay-down) loan of $10m with a fixed annual interest payment of 4%. 2. Purchase of a 3-year bond with a coupon of 5% paid annually. 3. A pay floating receive fixed 1-year forward rate agreement (FRA) to swap 3-month LIBOR for 2.5% interest based on a notional of $50m.