Consider a $5-$year credit default swap with annual payments. Assume that defaults can happen only halfway through each year. The hazard rate is $5\%$ with continuous compounding and the recovery rate is $30\%.$The risk$-$frae rate is $4\%$ with continuous compounding, for all maturities. 

C$)$ What is the unconditional probability of default in year $5?$ 

 D$)$ What is the present value of all expected payoffs $($per dollar of notional principal$)?$

$$  E$)$ What is the expected accrual payment in year $5,$ expressed as a multiple of the CDS Spread? 

F$)$ What is the credit default swap spread $($in basis points$)?$ 

 G$)$ What is the fixed annual CDS payment $($in $$)?$

H$)$ What is the value of the swap to the protection buyer if the credit default swap spread is $180$ basis points instead $($per dollar of notional principal$)?$  I$)$ 

What is the value of the swap to the protection buyer if the credit default swap spread is $180$ basis points $($in $$)?$