The question is shown in the picture below, which is about foreign exchange

Company X wants to borrow $10,000,000 for 5 years; company Y wants to borrow 5,000,000 for 5 years. The exchange rate is $2 = f 1 and is not expected to change over the next 5 years. Their external borrowing opportunities are: $ Company X 7% 10.5% Company Y 8% 12% A swap bank proposes the following interest-only swap: Company X will pay the swap bank annual payments on $10,000,000 at an interest rate of 6.80%; in exchange the swap bank will pay to company X interest payments on 5,000,000 at a xed rate of 10.5%. Y will pay the swap bank interest payments on 5,000,000 at a xed rate of 11.80% and the swap bank will pay Y annual payments on $10,000,000 with the coupon rate of 8%. What is the value of this swap to company X, Y and the swap bank