Solve the problem and plz explain clearly

Suppose that the term structure of risk-free interest rates is flat in both Japan and he United States. The Japanese rate is 4% per annum (p.a.) and the U.S. rate is 7.5% pa. (both with continuous compounding). Some time ago, a financial institution entered into a currency swap in which it receives 4.5% pa. in yen and pays 7.0 million and 1,200 million yen. The swap will last for another three years, and the current exchange rate is 1 10 yen = $1. Use the bond method to value this currency swap (in USD) for the financial institution. Clearly show your workings. Note zero mark will be given if you use the FRA method % p.a. in dollars once a year. The principals in the two currencies are $10 Suppose that the term structure of risk-free interest rates is flat in both Japan and he United States. The Japanese rate is 4% per annum (p.a.) and the U.S. rate is 7.5% pa. (both with continuous compounding). Some time ago, a financial institution entered into a currency swap in which it receives 4.5% pa. in yen and pays 7.0 million and 1,200 million yen. The swap will last for another three years, and the current exchange rate is 1 10 yen = $1. Use the bond method to value this currency swap (in USD) for the financial institution. Clearly show your workings. Note zero mark will be given if you use the FRA method % p.a. in dollars once a year. The principals in the two currencies are $10