Assume that you purchase insurance using a credit default swap (CDS). The maturity of the CDs contract is five years The CDs contract specifies a premium of 100 basis points per annum to be paid semi-annually. The notional principal insured is 400 million. Suppose a default occurs after 2 years and 3 months. Suppose further that the settlement is to be made in cash and the post-default value of the reference asset is set at 30% of the par value. Provide the cash flows of the CDs contract. Assume that you purchase insurance using a credit default swap (CDS). The maturity of the CDs contract is five years The CDs contract specifies a premium of 100 basis points per annum to be paid semi-annually. The notional principal insured is 400 million. Suppose a default occurs after 2 years and 3 months. Suppose further that the settlement is to be made in cash and the post-default value of the reference asset is set at 30% of the par value. Provide the cash flows of the CDs contract