Consider a company that will have need of financing 100 million dollars within a month and for a period of three months. The 28-day financing annual rate is 10%, but the company is concerned it will rise in the coming months. To protect itself from said risk, the company will agree to an FRA. Consider that the financial intermediaries offer the company a fixed rate of 10.5% to protect itself against said risk and that the concern of the company was justified and the interest rate rose in one month to 12.5% per year. Calculate the payment that the intermediary would make to the company in case the latter decided to protect itself against the mentioned risk. Consider 360 days in the year.