In the answer, they throw out a $4.4MM as an interest payment - where do they get this number from? There is no 4.4% interest rate anywhere in the vignette…
Calculate the price of the USD payer swap at time = 0. Just like you did, presumably, to answer Q115 for the Peso fixed payment. price_usd = [1 - B_0(h_720)] / [B\_0(h\_360) + B\_0(h\_720)]