单选题 Consider a quarterly-pay currency swap where Party A pays London Interbank Offered Rate (LIBOR) on $1000000 and Party B pays 4 percent on 900000 euros. Current LIBOR is 3 percent and at the end of 90 days it is 4 percent. Which of the following statements regarding the first settlement date is TRUE? A. Party A must make a payment of $10000. B. The payments net to zero and no payment is made. C. Party A must make a payment of $7500.