(15) (Interest Rate Swap) Consider a swap having a notional value of $100 million. Payments are made every 6 months for 2 years, beginning in 6 months. The Fixed rate on the swap is 5 %. Assume the following about the annualized floating rate. It is now 4.6 % ; in 6 months it will equal 4.80 % ; Month 12=5.2 % ; Month 18= 4.8 % ; Month 24= 5.20 %. Assume you are the Counterparty that Pays Fixed and Receives Floating. At the 4 payment dates, specify the Fixed and Floating Payments, and also clearly indicate the Net Amount that you will pay or receive at each date.