A financial institution entered into an interest rate swap with company X. Under the term of the swap, it receives 5% fixed rate and pays 6-month LIBOR on a principal of $10 million. The payments are made semiannually and the rates are quoted with semiannual compounding. The remaining life of the contract is 3 years. Suppose that the following market scenario realizes in three years: Time (months) 6-month LIBOR (%) 0 5 6 5.3 12 18 4.9 24 4.7 30 6 5.6 Write down the net cash flow stream of the financial institution resulting from the swap in the following three years. A financial institution entered into an interest rate swap with company X. Under the term of the swap, it receives 5% fixed rate and pays 6-month LIBOR on a principal of $10 million. The payments are made semiannually and the rates are quoted with semiannual compounding. The remaining life of the contract is 3 years. Suppose that the following market scenario realizes in three years: Time (months) 6-month LIBOR (%) 0 5 6 5.3 12 18 4.9 24 4.7 30 6 5.6 Write down the net cash flow stream of the financial institution resulting from the swap in the following three years