14. (6 points) Companies A and B enter an interest rate swap in which A pays a floating rate to B and B pays a fixed rate of 3% to A. The notional principal is 100 million dollars, and the payments occur semiannually. The swap rate is 14(i) On the next payment date, if the floating rate is 5%, then A pays B _ 14(ii) dollars in the floating rate payment and B pays A 14 (iii) dollars in the fixed rate payment