单选题 A U. S. bank enters into a plain vanilla currency swap with a notional principal of US $ 500 million (GBP￡ 300 million). At each settlement date, the U. S. bank pays a fixed rate of 4.5 percent on the British pounds received and the British bank pays a variable rate equal to LIBOR on the U. S. dollars received. Given the following information, what payment is made to whom at the end of year 2? 0 1 2 LIBOR=4% LIBOR=4.5% LIBOR=5% The U. S. bank pays: A. US $9513.50 million and the British bank pays 25.00 million. B. ￡ 13.50 million and thee British bank pays US $ 25.00 million. C. ￡ 13.50 million and the British bank pays US $ 22.50 million