Four years ago. a Swiss firm entered into a currency swap of $100 million for 150 million Swiss francs, with a maturity of seven years. The swap fixed rates are 8 percent in dollars and 4 percent in francs, and swap payments are annual. The Swiss firm contracted to pay dollars and receive francs. The market conditions for zero swap rates (i.e., rates to be used to discount the two legs of the swap) are now (exactly four years later) as follows:
Spot exchange rate: 1.5 Swiss francs/U.S. dollar
The current structure of zero swap rates:

a. Calculate the swap payments at the end of the fourth year (i.e., today).
b. Right after this payment, what is the market value of the swap to the Swiss firm?

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Maturity years) U.S. Dollar (% annual) Swiss Franc 1% annual) 9.5 10 10.25 10.75 5.75 3 6.25 6.5 3 11.5 7.5