Please use actuarial science way to solve this question. Thank you so much.

8.2 Suppose that for the situation in Exercise 8.1, at the start of the second year, the term structure is Maturity Spot Rate .10 .15 .20 (i) Find the net swap payment made at the end of the second year in each of part (a), assuming a notional amount of $1,000,000.. (ii) Find the market value of the swap to the payer at the start of the second year in each of (a), (b) and (c). 1 year 2 year 3 year