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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% 1a. Suppose at the end of the first year LIBOR is 2%, which party and how much will that party net? (SHOW CALCULATIONS HERE. USE NO TEXT) Barmko pays Darmko: (17) Darmko pays Barmko: (1) Barmko nets from Darmko: (1) 1b. Suppose that the end of the second year LIBOR is 5%, which party and how much will that party net? (SHOW CALCULATIONS HERE. USE NO TEXT) Barmko pays Darmko: Darmko pays Barmko: (1) Barmko nets from Darmko: (1) (1 %) Over the two years Barmko nets from Darmko: (1)