Question: Please calculate by using Excel with full answer and show how to calculate it , thank you . Part 3) STC arranged a syndicated loan

Please calculate by using Excel with full answer and show how

Please calculate by using Excel with full answer and show how to calculate it , thank you .

Part 3) STC arranged a syndicated loan 1 years ago. To hedge its interest rate risk, it entered into an interest rate swap with SABB, where it has agreed to pay 3.5% per annum and receive the three-month SAIBOR in return on a notional principal of SAR 100 million with payments being exchanged every three months. The swap has a remaining life of 15 months. You observe the following SAIBOR rates for different maturities: Maturity 0.25 0.5 0.75 1 1.25 SAIBOR Rates 3.25% 3.4% 3.55% 3.7% 3.8% The three-month SAIBOR rate three months ago, when the last swap payment was made, was 2.8% per annum. OIS rates are the zero rates you obtained in question 1. All SAIBOR rates are compounded quarterly. What is the value of the swap

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