91.Consider the borrowing rates for Parties A and B. A wants to finance a $100,000,000 project at a FIXED rate. B wants to finance a $100,000,000 project at a FLOATING rate. Both firms want the same maturity, in 5 years.Construct a mutually beneficial INTEREST ONLY swap that makes money for A, B, and the swap bank IN EQUAL MEASURE. 92. FOR YOUR SWAP (the one you have shown above) how would the swap bank quote the swap against prime? (Hint: they are quoting a bid-ask spread against "flat" prime.) 93.An interest-only currency swap has a remaining life of 18 months. It involves exchanging interest at 14% on £20 million for interest at 10% on $14 million once a year. The term structure of interest rates is currently flat in both the U.S. and in the U.K. If the swap were negotiated today the interest rates exchanged would be $8% and £11%. All rates were quoted with annual compounding. The current exchange rate is $1.95 = £1. What is the value of the swap to the party paying dollars? Consider the situation of firm A and firm B. The current exchange rate is $2.00/£. Firm A is a U.S. MNC and wants to borrow £30 million for 2 years. Firm B is a British MNC and wants to borrow $60 million for 2 years. Their borrowing opportunities are as shown, both firms have AAA credit ratings.