A two$-$year semi$-$annual foating rate currency swap takes place between A $($UK based$)$ and B$($Aus based$).$ A wants to borrow in Australian dollars and B wants to borrow in British pounds.The original exchange rate is $$1\mathrm{.}50$ for f$1\mathrm{.}00$ and at the end of two years it is $$1\mathrm{.}30$ for $1\mathrm{.}00$Interest rates in Aus were $5\%$ at initiation, while interest rates in the UK were $7\%$ at initiationThe principal is $$5$ million and interest payments are determined in advance, and payable inarrears. At initiation of the swap, A will pay the following to amount to B:

O$3\mathrm{.}33$ million

O$$3\mathrm{.}33$ million

$0$$$5\mathrm{.}00$ million

O$7\mathrm{.}5$ million

zero, since no cash flows are exchanged at the start of the swap