Suppose that you are a swap bank and you notice that interest rates on coupon bonds are as shown. Develop the 3-year bid price of a euro swap quoted against flat USD LIBOR. The current spot exchange rate is $1.50 per 1.00. The size of the swap is 40 million versus $60 million. Rates USD Euro 3-year $ 7% 5% In other words, what will you be willing to pay in euro against receiving USD LIBOR? 6 percent 5 percent none of the options O 7 percent