6. An investor goes short a 6X9 FRA for which the underlying is LIBOR for a notional of $1O million. A dealer quotes this instrument at 3.75%. At expiration, 30-day LIBOR is 3.50%, 60-day LIBOR is 3.75%, 90. day LIBOR is 4.10% and 120-day LIBOR is 4.25%. The payment made at expiration is closest to: C 58.661.22 from the investor to the dealer Peuse edan