Suppose a commodity swap has the following characteristics: notional quantity=10,000 units, fixed price = $5.00 per unit, floating price flat at P, two year tenor with price swaps in one and two years. Suppose the current one year futures price of the commodity is $4, the current two year futures price is $6.50 and the interest rate is 5%. If in two years, the spot price is $6, at that time the fixed price payer will

A. pay (net) $5400

B. pay (net) $10,000

C. receive (net) $5000

D. receive (net) approximately $5400

E. receive (net) $10,000