1. You enter into a $100 million notional swap to pay six-month Libor and receive 6%. 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 floating rate was reset to 6% on March 25, what is the net amount you will receive on September 25?

   	A.	0.
   	B.	+$66,667
   	C.	+133,333
   	D.	$66,667.