Prepare a schedule of payments in a fixed$-$for$-$floating currency swap for Alpha Inc. and its dealer Beta Ltd$.$ Alpha has $$5,000,000$ and Beta has $520,000,000.$ The swap agreement calls for Alpha to pay $1\%($fixed$)$ on Japanese Yen principal of $520,000,000$ and receive floating rate on US dollar principal of $$5,000,000$ every $6$ months for $3$ years. On the origination date, $6-$month SOFR is $5\mathrm{.}5\%.$ Subsequently, $6-$month SOFR is:Time$6-$month SOFR$0\mathrm{.}55\mathrm{.}25\%1\mathrm{.}05\mathrm{.}50\%1\mathrm{.}56\mathrm{.}00\%2\mathrm{.}06\mathrm{.}20\%2\mathrm{.}56\mathrm{.}44\%$