QUESTION $20-$ CASH PAYMENTS ON CDS CONTRACTS

For a credit default swap that settles on $\frac{5}{1}\frac{?}{24},$ the premium payments are made quarterly at $1\mathrm{.}75\%$ per annum, based on a

$\frac{30}{360}$ basis. The notional amount of the swap is $$350$ million.

$($a$)$ What are the amounts of the quarterly premium payments on $\frac{5}{1}\frac{?}{24},\frac{8}{1}\frac{?}{24},\frac{11}{1}\frac{?}{24},$ and $\frac{2}{1}\frac{?}{25}?$

$($b$)$ 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 $2021,$ 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?

$($e$)$ How does an index CDS swap differ from a single name swap when a credit event occurs?

$($f$)$ Given a recovery assumption of $30\%,$ what is the implied default probability on the reference asset given the CDS pricing above?