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Assume two parties enter into a five-year swap with a notional value of $100 million. Party A will take the fixed side of the transaction and Party B will take the floating side of the transactions. If the reference rates are 3.75% on the fixed side and LIBOR +3.55% on the floating side what will Party A owe Party B and Party Bowe Party A at the end of each year if no netting is required for settlement