2.3 Consider a 3-year swap initiated on May 5, 2016, between company A and company B. Suppose company A agrees to pay company B an interest rate of 6% per annum (with semi-annual compounding) on a principal of $150 million, and in return company B agrees to pay company A the 6-month LIBOR rate on the same principal. Assume that the payments are to be exchanged every 6 months. Suppose that the day count convention is ignored; and that there is no financial intermediary. Assume that the values of the following set of 6-month LIBOR (with semi-annual compounding) are known. 18 Calculate the floating, fixed and net cash flow to company A in this interest rate swap. (15\%)