10. Consider a currency swap with 3 years remaining. A financial institution receives 3. 0% per annum in sterling (GBP) and pays 1. 5% per annum in dollars once a year. The LIBORfswap interest rate with continuous compounding' 15 at 1n both countries. The British rate is 2. 5% per annum and the US rate is 2 0% per annum. The principal amounts are 10 million pounds and $15 million dollars, and the current exchange rate is $1.5 = 1. By valuing the currency swap as fixedrate bonds, what is: a. The value of the dollar bond in $? b. The value of the sterling bond in E? c. The value of the currency swap in $