Please answer all 5 parts thank you!

Intro A $100 million interest rate swap has a remaining life of 1 years. The swap terms call for exchanging six-month LIBOR for 4.1% per annum (compounded semiannually) every 6 months. OIS rates are 3.3% for all maturities (with continuous compounding) and 6-month LIBOR forward rates are 4.7% for all maturities (with semiannual compounding). On the last payment date, the 6 month LIBOR forward rate was 3.9%. Part 1 Attempt 1/5 for 10 pts. What is the fixed cash flow every 6 months (in $ million, absolute terms)? Part 2 Attempt 1/5 for 10 pts. What is the floating cash flow in 1 years (in $ million, absolute terms)? Part 3 Attempt 1/5 for 10 pts. What is the net cash flow to the fixed payer in 1 years (in $ million)? Part 4 Attempt 1/5 for 10 pts What is the discount factor for 1 years? Part 5 Attempt 1/5 for 10 pts. What is the current value of the swap to the party paying fixed (in $ million)