Given an issued 10 year FRN for 10 million notional at 6M LIBOR + 25bps, what type of swap can be used to convert this exposure to a fixed rate? Given a quote for this 10 year swap with a 5% fixed leg, and current LIBOR at 4%, what is the first net payment on the swap? Assume semi-annual payments at 180/360 daycount basis.