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a) Two counterparties, A and B, agreed on a five-year interest rate swap, whereby A received annual payments based on a floating interest rate and B received annual payments based on a fixed interest rate. The notional principal is AUD100,000 and the fixed rate is 6 per cent. The floating interest rate assumed the following values on the payment dates:
Payment date Interest rate
2016 8.25 2017 9.75 2018 5.50 2019 4.75 2020 6.00
Calculate the amounts received by A and B on each payment date.
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