Erlich observes that the spot rate for the next 5 years are as follows 1 2 3 4 5 4.90 5.30 5.75 6.15 6.50 then, he enters a 5-year swap contract with notional $100 such that he makes annual fixed rate payments and receives annual floating payments. At the beginning of year 2, right after the first payment is cleared, the spot rate for the next 4 years become 1 2 3 4 5.00 5.25 6.10 6.25 Now, Jian-Yang wants to buy the swap contract from Erlich. How much should Erlich charge?