Solve for both problems

Problem 4.6. Assuming that risk-free rates for 15 months are 3.6%, what is the value of an FRA where the holder will pay LIBOR and receive 4.5% (quarterly compounded) for a three-month period starting in one year on a principal of $1,000,000. The forward LIBOR rate for the three-month period is 5% quarterly compounded. Problem 7.2. A $100 million interest rate swap has a remaining life of 10 months. Under the terms of the swap, six-month LIBOR is exchanged for 4% per anmum (compounded semianmually). Six-month LIBOR forward rates for all maturities are 3% (with semianmual compounding). The six-month LIBOR rate was 2.4% per anmum two months ago. Risk-free rates for all maturities are 2.7% with contimuous compounding. What is the current value of the swap to the party paying floating? What is its value to the party paying fixed