Suppose that the yield curve is flat at 5% per annum with continuous compounding. A swap with a notional principal of $100 million in which 6% is received and six-month LIBOR is paid will last another 15 months. Payments are exchanged every six months. The six-month LIBOR rate at the last reset date (three months ago) was 7%. Answer in millions of dollars to two decimal places. (i) What is the value of the fixed-rate bond underlying the swap? (ii) What is the value of the floating-rate bond underlying the swap? (iii) What is the value of the payment that will be exchanged in 3 months? (iv) What is the value of the payment that will be exchanged in 9 months? (v) What is the value of the payment that will be exchanged in 15 months? (vi) What is the value of the swap?