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For a $100 million equity swap with semiannual payments and an initial stock index level of 2000, one party pays a fixed rate of 5.5

For a $100 million equity swap with semiannual payments and an initial stock index level of 2000, one party pays a fixed rate of 5.5 percent assuming 30 days per month and 360 days in a year. On the first payment date, if the stock index is at 2173, determine the net swap payment, and specify which party makes the payment

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