8. Company A enters into an interest rate swap contract with semi-annual exchanges in cash that lasts for a year. The notional amount of the swap is $1M and the swap rate is set at 5%. If the realized 6M LIBOR rates at today, 6 months from now, and 1 year from now are 3.8%, 4.6%, and 6%, respectively, what is the cash flow to the firm A receiving fixed side of the swap at today, 6 months from now, and 1 year from now?

   A. $25,000, $25,000, $25,000 B. $0, $6,000, $2,000 C. $6,000, $2,000, $5,000 D. $6,000, $2,000, $5,000 E. $0, $6,000, $2,000