Consider the same 2-year swap initiated on Jan. 1, 2020 between company A and B, as in Question B. A agrees to pay B an interest rate of 3% per annum on a principal of $100 million, and in return B agrees to pay A the 6-month LIBOR plus 10 bps on the same principal. A is the fixed-rate payer and B is the floating-rate payer.

For company A, the swap could be used to transform a floating-rate loan into a fixed-rate loan. Suppose that A has arranged to borrow $100 million at LIBOR plus 20 bps. After company A has entered into the swap, which three sets of cash flows does it have? What is the total cash flow/payments?