Compute the initial price of a swaption that matures at time

t =5  and has a strike of 0. The underlying swap is the same swap as described in the previous question with a notional of 1 million. To be clear, you should assume that if the swaption is exercised at 

t =5  then the owner of the swaption will receive all cash-flows from the underlying swap from times 

t = 6

t =6  to 

t = 11

t =11  inclusive. (The swaption strike of 0 should also not be confused with the fixed rate of 4.5% on the underlying swap.)