Fill in the net payments from the perspective of a bank paying floating and receiving fixed interest payments.The swap is on a notional amount of $4,000,000,has a fixed rate of 2.4%, and180-day payments with a 2yearexpiration.The180-dayspot LIBOR on day 0is 2.8%,on day 180it is 2.6%,on day 360it is 2.2%and on day 540it is 2%.Format all numbers rounded to integers and omit any comma separators or decimal points.

Net payment on day 180: $

Net payment on day 360: $

Net payment on day540: $

Net payment on day720: $