Please answer this question thx

I. Swaps and Operational Hedge 1. The following table shows the annual loan rates American each obtain on a and British multinational companies can 2-year, S500M loan in U.S. dollars and an equivalent 2- year, 400M BP loan. Loan Rates for American and British ies in U.S. Dollars and British Pounds Spt E,-$1.25 BP S Dellar Market rate n Pound Market (ate on British C a. Suppose the U.S. multinational wants to borrow 400M BP for 2 years to finance its British operations, whereas the British company wants to borrow $500M for 2 years to finance its U.S. operations. Explain how a swap bank could arrange a currency swap that would benefit the American Company by lowering the rate on its BP loan by 0.25% and would benefit the British Company by lowering its dollar loan by 0.25%. b. Show the swap arrangements in terms of U.S. dollar and BP interest payments and receipts in a diagram. c. Describe the swap bank's dollar and BP positions. d. What is the swap bank's implied forward exchange rate on the contracts