Given a generic five-year par value swap with a fixed rate of (6 %), determine the values

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Given a generic five-year par value swap with a fixed rate of $6 \%$, determine the values of the following off-market swap positions using the YTM approach:

a. Fixed-rate position on a five-year, $5 \% /$ LIBOR generic swap with $N P=\$ 50$ million.

b. Floating-rate position on a five-year $5 \% /$ LIBOR generic swap with $N P=\$ 50$ million.

c. Fixed-rate position on a five-year $7 \% /$ LIBOR generic swap with $N P=\$ 50$ million.

d. Floating-rate position on a five-year $7 \% /$ LIBOR generic swap with $N P=\$ 50$ million.

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