Consider a Plain Vanilla Interest Rate Swap agreement that AAA pays a fixed rate of 3% per annum and BBB pays LIBOR rate at the end of year for 3 years on a notional principal of $100 millions. In return, AAA receives LIBOR rate per annum and BBB receives a fixed rate of 3%. The LIBORs to be applied for cash flows are 2.8%,3.3%, and 3.5%. Fill in the blanks in the following table of cash flows to AAA