An investor enters into a $ 500,000 quarterly plain vanilla interest rate SWAP as fixed rate payer at a fixed rate of 5%. The floating rate payer agrees to pay 90-day LIBOR plus 1% margin, 90 day LIBOR is currently 3%.

90-day LIBOR rates are

3.5% 90 days from now

4.0% 180 days from now

4.5% 270 days from now

5% 360 days from now

Calculate the amounts investor pays or receives 90,180, 270 and 360 days from now.