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these are the remaining photos it is a-f please use excel and explain thank you! do all of them please thank you!

\f3.18 Company Z enters into a 5-year interest rate swap contract on 1 January,r 2015 as the xed-rate payer party. The settlement period is 1 year. The settlement dates are 31 December of each year from 2015 to 2019. The spot rates of interest at the beginning of various years for investment horizons of t = 1, 2, 3, 4 and 5 years are given in the following table: 1 Jan 2015 Han 2016 Han 2017 Han 2018 Hart 2019 0,719} . 0.429?- l.439'r . . 0.349} 2.059? _ ' 0.47% 2.9491: . . 0.95% 3.550} . 1.47"} (:1) Assuming a level notional amount of $1 million for the contract, determine the swap rate. (b) Suppose the contract is an aeereting swap with notional amounts of $1 million, $3 million, $5 million, $7 million and $9 million. Determine the swap rate. (c) Suppose the contract is an amortizing swap with notional amounts of $5 million, $4 million, $3 million, $2 million play.googl I Mathematics For Actuaries (Third Edition) and $1 million. Determine the swap rate. (d) Calculate the interest rate swap net payment on 31 December 2016 for Company Z, assuming a level notional amount of $1 million for the contract. (e) Immediately after the net payment is settled on 31 December 2016, calculate the market value of the interest rate swap with a level notional amount of $1 million, if Company Z would like to sell the contract to another party. (f) Determine the swap rate on 1 January 2015 if it is a 1-year deferred swap contract with a level notional amount of $1 million. Advanced Problems 3.19 (a) Find an expression for the derivative dis and hence show that it is larger than zero. (b) Find an expression for the derivative and hence show that it is less than zero. (c) Show that if > if when ? > is. that