An interest rate swap is generally structured so that one side remits the difference between two payments to the other side. Calculate the net cash flow for the following interest rate swap. The LIBOR rate at the beginning of the 6 month period was 5.50%. The fixed rate is 5%. The notional principal is $100 million and payments are made every six months (hint: be sure to divide by 2). What is the net cash flow for the fixed payer?