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Consider a 1-year semi-annually paid interest rate swap, the notional is 1,000,000, the swap rate is 3.0%, the floating rate is 6LIBOR+1%. On the market, the 6M LIBOR spot and its 6-month maturity forward are 3.0% and 1.0%, respectively. Sketch the cash-flow diagram of the fixed-leg. [8] Consider a 1-year semi-annually paid interest rate swap, the notional is 1,000,000, the swap rate is 3.0%, the floating rate is 6LIBOR+1%. On the market, the 6M LIBOR spot and its 6-month maturity forward are 3.0% and 1.0%, respectively. Sketch the cash-flow diagram of the fixed-leg. [8]