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Suppose that the yield curve is flat at 6 % with annual compounding. A swaption gives the holder the right to receive 5 % (

Suppose that the yield curve is flat at 6% with annual compounding. A swaption gives the holder the right to receive 5%(with annual compounding) in a four-year swap starting in four years. Payments are made annually. The volatility of the forward swap rate is 13% per annum and the principal is $15 million. Use Blacks model to price the swaption. Give d1 and d2 with four decimal places and interpolate using the tables for N(x).
Note: Please clarify which one is So, Sk. Because you applied in the formula is not appropriate, it is opposite So and Sk. And please add number step by step to get the final answer. Thanks

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