You enter into a $100 million notional swap to pay six-month Libor and receive 8%. Payment dates are semi-annual on both legs. The last payment date was March 25 and the next payment date is September 25. Floating payments are based on the USD money-market convention, and fixed payments are based on the 30/360 convention. If the net payment you will receive on September 25 is zero, what must have been the Libor reset on march 25?

	A.	8%.
	B.	Cannot be calculated from the given information.
	C.	Lower than 8%.
	D.	Higher than 8%.