A financial engineer invents a new derivative called a stock-swap. At year 0 the long party in a stock-swap agrees to receive 1 share of stock each year for five years and pay the libor fix for that year. Thus the long counterparty receives S1 L0[0, 1] in year 1, S2 L1[1, 2] in year 2, and so on. Give a formula for the value of the stock-swap (to the long counterparty) at year 0 in terms of S0 and Z(0, 5) only. You may assume that the stock pays no dividends.