Time left 1 10:14 13 ed I out of Roo-Fus Inc, took out a EUR 22 milion loan to finance its expansions in Europe. However, it prefers to make its debt payments in AUD and therefore wants to swap into a fixed-rate AUD loan. Westpac quotes the following annualized rates on 5-year currency swap AUD: 7.57% bid and 7.76% offered against the 6-month dollar LIBOR EUR: 4.14% bid and 4.43% offered against the 6-month dollar LIBOR If the current EUR/AUD spot rate is 119, what are the semi-annual cash flows associated with the debt payments of a EUR 22m swap? You want to swap out of a EUR 22 mil loan and into a fixed-rate AUD loan, and you can ignore the off-setting LIBOR payments. 00 a. AUD 0.717311 mil payment to Westpac; receive EUR 0.455400 mil payment from Westpac Ob receive AUD 0.717311 mil payment from Westpac; EUR 0.455400 mil payment to Westpac OC. AUD 1,434622 mil payment to Westpac; receive EUR 0.910800 mil payment from Westpac O d. receive AUD 1.434622 mil payment from Westpac; EUR 0.910800 mil payment to Westpac O. AUD 0.699748 mil payment to Westpac; receive EUR 0.455400 mil payment from Westpac Ot receive AUD 0.699748 mil payment from Westpac; EUR 0.487300 mil payment to Westpac O AUD 0.717311 mil payment to Westpac; receive EUR 0.487300 mil payment from Westpac Next page revious page Accesity Site Map Copyright Disclaimer demic integy Privacy Content Social Media Disclaimer