Consider a 1year swap that is initiated today between Company A and Company B. The terms of the deal require that the two companies make quarterly payments based on a notional principal of $20 million. LIBOR spot rates today are as follows:

Term	Rate
90-day	0.0028
180-day	0.0044
270-day	0.0058
360-day	0.0073

LIBOR rates 90 days later are as follows:

Term	Rate
90-day	0.0031
180-day	0.0048
270-day	0.0061

The quarterly fixedrate payment is?

The quarterly swap fixed rate is?

The next floatingrate payment is?

The value of this swap on Day 90 of its tenor for the fixedrate receiver is?