Using the following information

And assuming an A$/360$ day$-$count convention, find

a$.$ The rate of an annual $2-$year swap where the

i$.1^{st}$ floating rate is set on $1$Feb$24$

ii$.4^{th}$ floating rate is set on $1$ Aug $25$

iii. $1^{st}$ cashflow is exchanged on $1$ Aug $24$

iv$.4^{th}$ cashflow is exchanged on $1$ Feb $26$

b$.$ The rate of an annual $2-$year swap where the

i$.1^{st}$ floating rate is set on $1$Feb$25$

ii$.4^{th}$ floating rate is set on $1$ Aug $26$

iii. $1^{st}$ cashflow is exchanged on $1$ Aug $25$

iv$.4^{th}$ cashflow is exchanged on $1$ Feb $27$

c$.$ What is the PVBP for the swaps in a and $b.$