Suppose that Woolworth needs to borrow AUD48 million in six months for a six-month period. To lockin the rate on this loan, Woolworth buys a "6 x 6" FRA on LIBOR at % p.a. from ANZ for a notional principal of AUD48 million. "6 x 6" means that ANZ has entered into a six-month forward contract on six-month LIBOR. Assume that in six months LIBOR6 is 12% p.a.. How much will Woolworth receive from ANZ from this FRA contract? Assume that each month is 30 days