4. At time = 0, you enter into a 5-year currency swap agreement in which you will pay $ 2.60% and receive 0.80%. Notional principal is 560 million and the current exchange rate is 112 /$. (2pts) a. Complete the annual cash flow table for the swap contract. Annual Cash Flow in US Dollars Annual Cash Flow in Japanese Yens Year 0 Year 1 Year 2 Year 3 Year 4 Year 5 b. One year later, the 4-year swap interest rate remains the same, and the exchange rate is 108.0 /$. If you decide to unwind the swap agreement, what is the present value of the swap agreement? Who pays to whom, and how much in US dollar? 4. At time = 0, you enter into a 5-year currency swap agreement in which you will pay $ 2.60% and receive 0.80%. Notional principal is 560 million and the current exchange rate is 112 /$. (2pts) a. Complete the annual cash flow table for the swap contract. Annual Cash Flow in US Dollars Annual Cash Flow in Japanese Yens Year 0 Year 1 Year 2 Year 3 Year 4 Year 5 b. One year later, the 4-year swap interest rate remains the same, and the exchange rate is 108.0 /$. If you decide to unwind the swap agreement, what is the present value of the swap agreement? Who pays to whom, and how much in US dollar