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The term structure of risk-free interest rate in flat in both Japan and the United States

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The term structure of risk-free interest rate in flat in both Japan and the United States. The Japanese rate is 1.5% per annum and the U.S rate is 2.5% per annum (both with continuous compounding). A U.S firm has entered into a currency swap in which it receives 3% per annum in yen and pays a 4% annum in dollars once a year. The principals in the two currencies are $10 million and 1,200 million yen. The swap will last for another two years, and the current exchange rate is 108 yen = $1 (So=1/108)

a) value of the dollar bond (in millions of dollars ) is?

b) value of the Japanese bond (in million of Yen) is?

c) value of the swap (in millions of dollars ) is, therefore?