You are given the following term structure: n (years) fin-1.n] B(0,n) 3.5% 3.5% 0.96618 4.2% 4.9047% 4.6% 5.4046% 0.92101 0.87379 0.82584 0.77243 4.9% 5.8052% 5.3% 6.9153% An interest rate spawn is created for a loan of 100,000 at time 2 such that principal will be repaid according to the following schedule: Time Principal repaid 50,000 30,000 20,000 Calculate the swap rate. 4.1786% 5.681% 5.220% 5.0945% 06.0104% An interest rate swap with annual settlement periods is made, with a swap rate of 5%, for a term of five years. The term structure of interest when the swap is initiated is such that S3 = 3% and S4 = 7%. At time 3, the one-year spot for the loan rate turns out to be 6%. Calculate the net payment made by the payer at time 4 if the level notional amount for the swap is $3,000. -448.69 -418.69 30.00 448.69 0-30.00