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Suppose in an interest rate swap the notional principal is $10,000,000 with a swap period of 2 years. Two companies agree to exchange a fixed for a floating income stream. Barmko agrees to pay 4.5% to Darmko. Darmko agrees to pay Barmko LIBOR+ 3% 2. As a hedge, Darmko buys a two-year cap on a 6 month LIBOR of $10,000,000 with current LIBOR at 3%, suppose that in the first six months LIBOR rises to 3.5% second six months LIBOR rises to 4% third six months LIBOR rises to 4.5% . fourth six months LIBOR rises to 5% What will be the overall cash position of Darmko, as a holder of both the interest rate swap above and the cap at 4%, at the end of two years? (Assume the cost of the cap is $100,000) (SHOW CALCULATIONS HERE. USE NO TEXT) 1" six months: (1) 2 six months: (1) (17) 394 six months: 4ch six months: (1) Sum (over two year period) (1) After hedge of the i-rate swap with the cap, the net position of Darmko (2) Suppose in an interest rate swap the notional principal is $10,000,000 with a swap period of 2 years. Two companies agree to exchange a fixed for a floating income stream. Barmko agrees to pay 4.5% to Darmko. Darmko agrees to pay Barmko LIBOR+ 3% 2. As a hedge, Darmko buys a two-year cap on a 6 month LIBOR of $10,000,000 with current LIBOR at 3%, suppose that in the first six months LIBOR rises to 3.5% second six months LIBOR rises to 4% third six months LIBOR rises to 4.5% . fourth six months LIBOR rises to 5% What will be the overall cash position of Darmko, as a holder of both the interest rate swap above and the cap at 4%, at the end of two years? (Assume the cost of the cap is $100,000) (SHOW CALCULATIONS HERE. USE NO TEXT) 1" six months: (1) 2 six months: (1) (17) 394 six months: 4ch six months: (1) Sum (over two year period) (1) After hedge of the i-rate swap with the cap, the net position of Darmko (2)