Create a table of payments and a flow chart for a plain vanilla variable for fixed swap option (examples for both of these can be found on slides 49 and 53 in Lecture 4-1b slides and videos). Assume a notional value of $100,000, a 3-year tenor with semi-annual payments, and a fixed rate of 3%. The interest rates for the variable portion of the swap are forecast to be 2.75%, 2.9%, 3%, 3.25% 3.1%, and 2.875%. (NOTE: These are annual interest rates. You need to divide by 2 to calculate the semi-annual payments.)