An invester is concerned about interest rate risk and decides to lock in a fixed interest rate on January $1,2011.$ The notional balance is $$25250,$ the fixed rate is a nominal rate of $5\%$ compounded semiannually.

The floating rate is the six$-$month LIBOR, and the swap is for eighteen months. The LIBOR rates, given on an Actual$/$Actual basis turn out to be $4\mathrm{.}263\%$ for the period beginning January $1,2011,4\mathrm{.}034\%$ for the period beginning July $1,2011,$ and $3\mathrm{.}135\%$ for the period beginning January $1,2012.$ Determine the amount of the payments $($from the invester's standpoint$)$ at the end of each six$-$month period.

Note: The stated LIBOR rates are computed as simple interest!

$($a$)$ The payment at the end of the first six months is $

$($b$)$ The payment at the end of the second six months is $

$($c$)$ The payment at the end of the third six months is $