5. (11 points) An investor purchased $10 million face value of a 7.85%, two-year BBB-rated bond XYZ. The bond is paying coupon semi-annually and the bond yield to maturity is 8%. The investor converted this fixed rate bond to a floating rate using an interest rate swap. (Asset swap!) More specifically, the investor entered a two-year interest-rate swap in which he pays a fixed rate of 7% and receives six-month LIBOR. Now suppose the values of six-month LIBOR for the two years are 6.25%, 7.75%, 7.00%, and 8.50%. (All rates are annual and bond-equivalent basis.) Over the two years, the issuer of bond XYZ is able to make the coupon payments and the maturity payment as scheduled except that the last coupon payment is only paid in half. Find the cash flows for the investor in the two years, i.e., at t= 0, 0.5, 1, 1.5, and 2