Assume you have the short NZD position in a 5-Year at-market fixed-for-fixed USD/NZD currency swap. Payments occur at the end of each year. The notional amount is USD 425,000. The interest rates are r^USD = 5% and r^NZD = 6% The spot rate when the contract originated was X₀^USD/NZD = 0.66. At the end of year one, how much and in what currency should you receive by the other swap party assuming that you would NOT settle with a difference check (please note that you cannot calculate the difference check yet)?