You are currently in an equity swap receiving the QQQ return and paying $4\%$ fixed on a nominal value of $$2\mathrm{.}5$M$.$ The swap has quarterly payments and $5$ quarters left.

Below is the relevant term structure of LIBOR rates.

$($a$)$ Complete the following table by filling in the zero$-$coupon price of a $$1$ bond.

$($b$)$ What is the value of the fixed leg, based on a nominal value of $$2\mathrm{.}5$M$?$

$($c$)$ What is the value of the variable leg, based on a nominal value of $$2\mathrm{.}5$M$?$

$($d$)$ What is the value of the swap, based on a nominal value of $$2\mathrm{.}5$M$?$

LIBOR rates Zero$-$coupon Price

L$(90)0\mathrm{.}0245$

L$(180)0\mathrm{.}03$

L$(270)0\mathrm{.}033$

L$(360)0\mathrm{.}0345$

L$(450)0\mathrm{.}0355$