Given an FRA with the following terms: Notional principal = $20 million Reference Rate = LIBOR Contract rate = Rk = .05 (annual) Time period = 90 days Day-count convention = Actual/365 Show in a table the payments and receipts for long and short positions on the FRA given possible spot LIBORs at the FRAs expiration of 4%, 4.5%, 5%, 5.5%, and 6%.