Companies A and B have entered the following interest rate swap on a $20 million three-year where A pays 5% fixed rate and received LOBOR, and B pays LIBOR and receives 5% fixed rate. Explain the cash flow schedule if the six-month LIBOR rates in the following three years look like this table: Now Floating Fixed 4.2 Net CF 6 months later 4.8 12 months later 5.3 18 months later 24 months later 30 months later 5.5 5.6 5.9 36 months later