The current Commercial Paper (CP) spot rates are below. Consider a swap with $100,000 notional amount. 90 days 6.00% 180 days 6.25% 270 days 6.50% The fixed plain vanilla swap rate for a 270-day swap with settlements every 90 days, rounded to two decimals in percent but omitting the percent sign is %. Given the following t=60 spot rates and the corresponding zero-coupon bond prices, the value of the swap 60-days after inception from the point of view of a company paying fixed and receiving the floating rate is (include the notional amount and round your answer to two decimals) days Lo,days Bo,days 30 6% 0.9950 120 6.60% 0.9785 210 6.80% 0.9618 The current Commercial Paper (CP) spot rates are below. Consider a swap with $100,000 notional amount. 90 days 6.00% 180 days 6.25% 270 days 6.50% The fixed plain vanilla swap rate for a 270-day swap with settlements every 90 days, rounded to two decimals in percent but omitting the percent sign is %. Given the following t=60 spot rates and the corresponding zero-coupon bond prices, the value of the swap 60-days after inception from the point of view of a company paying fixed and receiving the floating rate is (include the notional amount and round your answer to two decimals) days Lo,days Bo,days 30 6% 0.9950 120 6.60% 0.9785 210 6.80% 0.9618