Table 2. Three-Year Plain Vanilla Internet Date curan Fill in the table below. Do not round intermediate calculations. Round your answers to the nearest cent. With the interest rate swap quotations shown in the Table 1, calculate the swap cash flows from the point of view of the fixed-rate receiver on a two-year swap with a notional principal of $19.5 miltion. You may assume the relevant part of the settlement date pattern and the realized UBOR path shown in the Table 2 for the three-year agreement. Also, calculate the fixed-rate payment on a 30/360-day count and the floating-rate payments on an actual/360-day basis. Fill in the table below. Do not round intermediate calculations. Round your answers to the nearest cent. Table 2. Three-Year Plain Vanilla Internet Date curan Fill in the table below. Do not round intermediate calculations. Round your answers to the nearest cent. With the interest rate swap quotations shown in the Table 1, calculate the swap cash flows from the point of view of the fixed-rate receiver on a two-year swap with a notional principal of $19.5 miltion. You may assume the relevant part of the settlement date pattern and the realized UBOR path shown in the Table 2 for the three-year agreement. Also, calculate the fixed-rate payment on a 30/360-day count and the floating-rate payments on an actual/360-day basis. Fill in the table below. Do not round intermediate calculations. Round your answers to the nearest cent