You are given the following term structure of interest rates for the dollar and the euro: Term (days)_$ Rate (r) Rate (r). 180 2.50% 6.80% 360 2.60% 6.60% 540 2.80% 6.40% 720 3.00% 6.20% The notional principal is $100m and the spot rate (So) = $1.25/. Assume you receive the $ fixed rate and pay the fixed rate. If the Dollar fixed rate (C$) = 1.4642%/180 days (Quoted C$ = 2.9284%) and the Euro fixed rate (CC) = 2.9752%/180 days (Quoted Ce = 5.9504%). If you receive the $ fixed rate and pay the fixed rate what is the net in $ on day 720 of the difference in principal only if the expected exchange rate on day 720 is $1.1788/? Receive $5,696,000 Pay $5,696,600 Pay $17,880,000 Receive $17,880,000 You are given the following term structure of interest rates for the dollar and the euro: Term (days)_$ Rate (r) Rate (r). 180 2.50% 6.80% 360 2.60% 6.60% 540 2.80% 6.40% 720 3.00% 6.20% The notional principal is $100m and the spot rate (So) = $1.25/. Assume you receive the $ fixed rate and pay the fixed rate. If the Dollar fixed rate (C$) = 1.4642%/180 days (Quoted C$ = 2.9284%) and the Euro fixed rate (CC) = 2.9752%/180 days (Quoted Ce = 5.9504%). If you receive the $ fixed rate and pay the fixed rate what is the net in $ on day 720 of the difference in principal only if the expected exchange rate on day 720 is $1.1788/? Receive $5,696,000 Pay $5,696,600 Pay $17,880,000 Receive $17,880,000