Suppose LIBOR discount rates L(0,t) are given in the table below. Consider a 2-year swap whose floating payments are at the then-current LIBOR rate, and whose fixed payments are at the annual rate of Rfix = 0.025. a. If the notional principal is 1 million dollars, what is the value of the swap? b. What is the par swap rate? In other words, what value of Rfix sets the value of the swap equal to zero? Payment datet 0.5 1.0 1.5 2.0 L(0,t) 0.9821 0.9708 0.9527 0.9416 Suppose LIBOR discount rates L(0,t) are given in the table below. Consider a 2-year swap whose floating payments are at the then-current LIBOR rate, and whose fixed payments are at the annual rate of Rfix = 0.025. a. If the notional principal is 1 million dollars, what is the value of the swap? b. What is the par swap rate? In other words, what value of Rfix sets the value of the swap equal to zero? Payment datet 0.5 1.0 1.5 2.0 L(0,t) 0.9821 0.9708 0.9527 0.9416