please answer with excel thank you.

QUESTION 20-CASH PAYMENTS ON CDS CONTRACTS For a credit default swap that settles on 12/1/21, the premium payments are made quarterly at 3.75% per annum, based on a 30/360 basis. The notional amount of the swap is $550 million. (a) What are the amounts of the quarterly premium payments on 3/1/22, 6/1/22, 9/1/22, and 12/1/22? (6) If a credit event occurs in August 2021, and the contract requires physical settlement, what transfer occurs as a result of the credit event? (c) if a credit event occurs in August 2022, and the contract requires cash settlement, how is the payment determined? (d) What is the amount of the premium payment after the occurrence of a credit event on a single name swap? @) How does an index CDS swap differ from a single name swap when a credit event occurs? f) Given a recovery assumption of 25%, what is the implied default probability on the reference asset given the CDS pricing? QUESTION 20-CASH PAYMENTS ON CDS CONTRACTS For a credit default swap that settles on 12/1/21, the premium payments are made quarterly at 3.75% per annum, based on a 30/360 basis. The notional amount of the swap is $550 million. (a) What are the amounts of the quarterly premium payments on 3/1/22, 6/1/22, 9/1/22, and 12/1/22? (6) If a credit event occurs in August 2021, and the contract requires physical settlement, what transfer occurs as a result of the credit event? (c) if a credit event occurs in August 2022, and the contract requires cash settlement, how is the payment determined? (d) What is the amount of the premium payment after the occurrence of a credit event on a single name swap? @) How does an index CDS swap differ from a single name swap when a credit event occurs? f) Given a recovery assumption of 25%, what is the implied default probability on the reference asset given the CDS pricing