Company XYZ enters into a 1 year, $50,000,000 notional amount, pay fixed/receive floating swap with Bank B. Payments are made every six months based on 30 days per month. o Calculate the fixed rate for this plain vanilla swap based on the following term structure of LIBOR: L(180) = 2.5% and L(360) = 2.75%. Six months from now what will the first payment be? Who pays it? Round to 4 decimals