Use the following information to answer questions 5 to 7: Assume you have the long GBP position in a 6-Year at-market fixed-for-fixed USD/GBP currency swap. Payments occur at the end of each year. The notional amount is USD 1,000,000. The interest rates are ruso = 5% and rGBP-696. The spot rate when the contract originated wasXUG-1.50. Problem 5: At the end of year one, how much and in what currency do you have to pay party assuming that you would NOT settle with a difference check (please note that you cannot calculate the difference check yet)? the other swap Problem 6: At the end of year one, how much and in what currency should you receive by the other swap party assuming that you would NOT settle with a difference check (please note that you cannot calculate the difference check yet)? Problem 7: At the end of year 6, the spot rate 1.55. Find the two difference checks, one for the last interest payment and one for the principal payment. Recall you took a long positon in the swap