(17) Suppose YOU are the "Pay fixed" counterparty in a plain vanilla fixed vs. floating swap, having a notional value of $100,000. The fixed side would pay 6 % annually, and the floating side would pay LIBOR. Today, at date t=0, annualized Libor = 4%. At t= 3-months, Libor = 4.80%. At t=6-months, Libor = 6.00%. At t=9-months, Libor =6.40%. Notice this is a quarter swap, with quarterly payment dates. In 6 months and in 9 months, specify who owes what, AND the net payment YOU should make or receive. NOTE - THE ANSWER ASKS ONLY FOR THE PAYMENT(s) at date 6 and 9 months from now