an interest rate swap consisting of 4 annual swap payments has a notional principal amount of $1,000,000 and a fixed interest rate of 5.11% (an annual effective rate). The variable interest rate will be based on the price for a one year zero coupon bond. at t=2 (two years aftee the inception date), The price of a one year zero coupon bond with maturity value 100 is 95.30. to the nearest dollar what is the net settlement amount that the payer must pay at the end of the third year