Valuing a Currency Swap $-$ Bond Style

A currency swap has a remaining life of $15$ months. It involves exchanging interest at

$10\%$ on $20$ million for interest at $6\%$ on $$30$ million once a year. The term structure of

risk$-$free interest rates in the United Kingdom is flat at $7\%$ and the term structure of risk$-$

free interest rates in the United States is flat at $4\%($both with continuous compounding$).$

For the sake of this question, assume the current exchange rate $($dollars per pound

sterling$)$ is $1\mathrm{.}5500.$

$0/1$ point

What is the value of the GBP bond? Enter in millions of $$ with $2$ decimal places

$\frac{0}{1}$ point

What is the value of the USD bond? Enter in millions of $ with $2$ decimal places

$\frac{0}{1}$ point

What is the value of the swap to the party paying $ and receiving $?$ Enter in

millions of $ with $2$ decimal places

$\frac{0}{1}$ point

What is the value of the swap to the party receiving $ and paying $?$ Enter in

millions of $ with $2$ decimal places